+485.4%
P vs NVS
+183.8%
+301.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.9% | +3.3% | +2.1% |
| 7D | +6.5% | +4.0% | +2.5% | +4.9% |
| 30D | +18.8% | +3.6% | +15.2% | +17.0% |
| 3M | +26.7% | +7.8% | +18.9% | +22.1% |
| 6M | +62.2% | -0.2% | +62.3% | +60.7% |
| YTD | +48.5% | +19.6% | +28.9% | +35.7% |
| 1Y | +26.4% | +28.4% | -2.0% | +11.4% |
| 3Y | +159.4% | +76.2% | +83.2% | +87.7% |
| 5Y | +275.8% | +111.1% | +164.7% | +135.6% |
| 10Y | +732.0% | +224.3% | +507.8% | +290.6% |
| All | +485.4% | +183.8% | +301.6% | +200.0% |
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