+267.7%
PR vs NVS
+134.2%
+133.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +6.0% | -1.3% | +7.2% | +6.1% |
| 30D | -4.2% | +9.3% | -13.5% | -5.4% |
| 3M | +10.0% | +5.8% | +4.2% | +8.7% |
| 6M | +15.6% | +7.2% | +8.4% | +13.8% |
| YTD | +68.2% | +20.0% | +48.2% | +60.9% |
| 1Y | +79.2% | +25.4% | +53.8% | +69.6% |
| 3Y | +94.9% | +89.2% | +5.7% | +60.7% |
| All | +267.7% | +134.2% | +133.5% | +178.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling