+259.2%
P vs NVS
+137.4%
+121.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.9% |
| 7D | -13.3% | +2.5% | -15.8% | -13.1% |
| 30D | -34.0% | +13.6% | -47.6% | -33.3% |
| 3M | +4.1% | +4.1% | 0.0% | +4.7% |
| 6M | +30.5% | +11.8% | +18.7% | +31.5% |
| YTD | +52.2% | +22.0% | +30.2% | +53.4% |
| 1Y | +10.3% | +32.3% | -22.0% | +11.0% |
| 3Y | +180.9% | +93.6% | +87.3% | +170.1% |
| All | +259.2% | +137.4% | +121.8% | +222.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling