+87.1%
PR vs NVS
+175.1%
-88.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -13.9% | +15.2% | +3.2% |
| 7D | -0.6% | -14.6% | +14.0% | +1.5% |
| 30D | +17.4% | -11.9% | +29.3% | +19.2% |
| 3M | +21.8% | -6.0% | +27.7% | +22.3% |
| 6M | +27.6% | -11.4% | +39.0% | +29.2% |
| YTD | +71.4% | +2.9% | +68.5% | +68.8% |
| 1Y | +78.3% | +10.2% | +68.1% | +73.3% |
| 3Y | +85.5% | +55.3% | +30.2% | +67.3% |
| 5Y | +422.7% | +89.6% | +333.0% | +349.8% |
| 10Y | +87.1% | +176.1% | -88.9% | +60.3% |
| All | +87.1% | +175.1% | -88.0% | +60.3% |
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