+596.8%
PAAS vs NVS
+1,273.7%
-676.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -8.9% | -1.3% | -7.7% | -8.5% |
| 30D | -11.4% | +9.3% | -20.7% | -14.1% |
| 3M | -20.4% | +5.8% | -26.2% | -22.6% |
| 6M | -40.7% | +7.2% | -47.9% | -42.7% |
| YTD | -26.9% | +20.0% | -46.9% | -32.1% |
| 1Y | -3.1% | +25.4% | -28.4% | -11.3% |
| 3Y | +199.3% | +89.2% | +110.0% | +135.1% |
| 5Y | +48.3% | +134.6% | -86.3% | +8.3% |
| 10Y | +197.6% | +251.4% | -53.7% | +88.4% |
| All | +596.8% | +1,273.7% | -676.9% | +237.2% |
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