+18.0%
Q vs NVS
+37.6%
-19.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.1% |
| 7D | -3.3% | +5.7% | -9.0% | -3.4% |
| 30D | -9.7% | +17.1% | -26.8% | -10.1% |
| 3M | -16.1% | +7.6% | -23.7% | -16.9% |
| 6M | -15.7% | +14.1% | -29.8% | -21.1% |
| YTD | +45.7% | +23.3% | +22.4% | +28.3% |
| 1Y | +18.0% | +36.0% | -18.0% | -7.0% |
| All | +18.0% | +37.6% | -19.6% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling