+526.5%
P vs NVS
+184.4%
+342.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.0% |
| 7D | -4.7% | -2.8% | -1.9% | -3.7% |
| 30D | -31.4% | +11.5% | -42.9% | -34.1% |
| 3M | -2.6% | +3.7% | -6.3% | -4.8% |
| 6M | +21.9% | +10.4% | +11.5% | +15.2% |
| YTD | +58.9% | +19.8% | +39.1% | +44.1% |
| 1Y | +21.7% | +26.6% | -4.8% | +7.5% |
| 3Y | +193.3% | +90.1% | +103.2% | +101.8% |
| 5Y | +275.1% | +133.4% | +141.8% | +117.5% |
| 10Y | +655.3% | +251.0% | +404.4% | +231.0% |
| All | +526.5% | +184.4% | +342.1% | +218.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling