+84.4%
PL vs NVS
+10.4%
+74.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -13.9% | +12.2% | +1.6% |
| 7D | -7.5% | -14.6% | +7.1% | -4.3% |
| 30D | -25.6% | -11.9% | -13.7% | -23.5% |
| 3M | -45.6% | -6.0% | -39.6% | -45.2% |
| 6M | -29.5% | -11.4% | -18.2% | -28.0% |
| YTD | -9.7% | +2.9% | -12.6% | -12.3% |
| 1Y | +84.4% | +10.2% | +74.1% | +75.9% |
| All | +84.4% | +10.4% | +74.0% | +75.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling