+239.7%
PAAS vs NVS
+177.6%
+62.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.8% |
| 7D | +2.6% | -15.4% | +18.0% | +9.8% |
| 30D | +2.5% | -12.3% | +14.8% | +7.6% |
| 3M | +15.1% | -7.8% | +22.9% | +17.8% |
| 6M | -12.1% | -13.0% | +0.9% | -7.4% |
| YTD | +3.1% | +2.8% | +0.3% | +0.4% |
| 1Y | +50.8% | +10.6% | +40.2% | +41.8% |
| 3Y | +259.5% | +55.1% | +204.4% | +185.4% |
| 5Y | +126.3% | +91.7% | +34.6% | +62.5% |
| 10Y | +239.7% | +181.2% | +58.5% | +142.9% |
| All | +239.7% | +177.6% | +62.1% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling