+39.5%
PL vs NVS
+119.6%
-80.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +10.0% | -1.3% | +11.3% | +10.5% |
| 30D | -2.3% | +9.3% | -11.5% | -5.3% |
| 3M | -44.2% | +5.8% | -50.0% | -45.8% |
| 6M | -66.1% | +7.2% | -73.3% | -67.3% |
| YTD | -30.0% | +20.0% | -49.9% | -35.8% |
| 1Y | +21.0% | +25.4% | -4.3% | +8.9% |
| 3Y | +516.5% | +89.2% | +427.3% | +351.8% |
| 5Y | +32.0% | +134.6% | -102.6% | -13.4% |
| All | +39.5% | +119.6% | -80.1% | -9.0% |
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 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