+169.5%
PR vs NVS
+241.5%
-72.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.3% |
| 7D | +2.9% | +4.0% | -1.1% | +2.3% |
| 30D | +18.0% | +3.6% | +14.4% | +17.4% |
| 3M | +16.9% | +7.8% | +9.1% | +15.4% |
| 6M | +28.2% | -0.2% | +28.4% | +28.0% |
| YTD | +69.3% | +19.6% | +49.8% | +63.8% |
| 1Y | +69.5% | +28.4% | +41.1% | +61.8% |
| 3Y | +81.7% | +76.2% | +5.5% | +62.4% |
| 5Y | +422.2% | +111.1% | +311.2% | +346.8% |
| 10Y | +110.4% | +224.3% | -113.9% | +86.0% |
| All | +169.5% | +241.5% | -72.0% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling