+79.9%
PL vs NVS
+88.4%
-8.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -13.9% | +12.2% | +3.3% |
| 7D | -7.5% | -14.6% | +7.1% | -2.5% |
| 30D | -25.6% | -11.9% | -13.7% | -22.7% |
| 3M | -45.6% | -6.0% | -39.6% | -45.0% |
| 6M | -29.5% | -11.4% | -18.2% | -27.1% |
| YTD | -9.7% | +2.9% | -12.6% | -12.5% |
| 1Y | +84.4% | +10.2% | +74.1% | +73.4% |
| 3Y | +550.0% | +55.3% | +494.7% | +414.5% |
| 5Y | +79.0% | +89.6% | -10.6% | +24.0% |
| All | +79.9% | +88.4% | -8.5% | +24.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling