+291.1%
P vs NVS
+88.8%
+202.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -13.9% | +15.6% | +0.8% |
| 7D | +7.8% | -14.6% | +22.5% | +6.9% |
| 30D | +12.3% | -11.9% | +24.2% | +11.6% |
| 3M | +37.1% | -6.0% | +43.1% | +36.4% |
| 6M | +66.1% | -11.4% | +77.5% | +65.3% |
| YTD | +50.9% | +2.9% | +48.0% | +50.2% |
| 1Y | +27.2% | +10.2% | +17.0% | +26.4% |
| 3Y | +158.7% | +55.3% | +103.4% | +148.4% |
| 5Y | +291.1% | +89.6% | +201.5% | +237.6% |
| All | +291.1% | +88.8% | +202.3% | +237.6% |
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