+55.6%
PAAS vs NVS
+133.2%
-77.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.5% |
| 7D | -5.2% | -2.8% | -2.4% | -3.9% |
| 30D | -13.9% | +11.5% | -25.4% | -18.2% |
| 3M | -23.8% | +3.7% | -27.5% | -25.9% |
| 6M | -36.4% | +10.4% | -46.8% | -40.5% |
| YTD | -23.4% | +19.8% | -43.2% | -31.2% |
| 1Y | +5.6% | +26.6% | -20.9% | -8.0% |
| 3Y | +209.7% | +90.1% | +119.6% | +106.2% |
| 5Y | +55.6% | +133.4% | -77.8% | -15.6% |
| All | +55.6% | +133.2% | -77.6% | -15.6% |
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