+152.6%
PR vs NVS
+246.9%
-94.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.6% |
| 3M | +8.0% | +5.4% | +2.5% | +6.9% |
| 6M | +4.1% | +9.6% | -5.5% | +2.3% |
| YTD | +58.7% | +21.5% | +37.2% | +52.8% |
| 1Y | +75.8% | +32.3% | +43.5% | +66.8% |
| 3Y | +73.2% | +92.9% | -19.8% | +52.0% |
| 5Y | +230.1% | +134.3% | +95.8% | +178.4% |
| 10Y | +67.4% | +272.3% | -204.9% | +49.3% |
| All | +152.6% | +246.9% | -94.4% | +122.7% |
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