+64.8%
PR vs NVS
+257.6%
-192.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.1% |
| 7D | -12.4% | +1.3% | -13.7% | -12.5% |
| 30D | -6.6% | +13.9% | -20.4% | -8.3% |
| 3M | +7.5% | +4.7% | +2.8% | +6.5% |
| 6M | +10.8% | +12.1% | -1.3% | +8.4% |
| YTD | +57.0% | +22.3% | +34.7% | +50.7% |
| 1Y | +67.9% | +33.5% | +34.4% | +58.5% |
| 3Y | +87.6% | +94.7% | -7.2% | +62.7% |
| 5Y | +220.4% | +137.6% | +82.8% | +165.7% |
| 10Y | +64.8% | +254.5% | -189.7% | +45.5% |
| All | +64.8% | +257.6% | -192.7% | +45.5% |
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