+221.7%
PR vs NVS
+135.2%
+86.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | -16.4% | +1.1% | -17.5% | -16.5% |
| 30D | -1.9% | +13.4% | -15.3% | -3.5% |
| 3M | +8.0% | +5.4% | +2.5% | +6.9% |
| 6M | +4.1% | +9.6% | -5.5% | +2.2% |
| YTD | +58.7% | +21.5% | +37.2% | +51.6% |
| 1Y | +75.8% | +32.3% | +43.5% | +64.5% |
| 3Y | +73.2% | +92.9% | -19.8% | +42.2% |
| All | +221.7% | +135.2% | +86.6% | +160.6% |
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