+33.2%
Q vs NVS
+29.1%
+4.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.5% |
| 7D | +6.6% | -2.8% | +9.4% | +6.7% |
| 30D | +2.7% | +11.5% | -8.7% | +2.3% |
| 3M | -8.4% | +3.7% | -12.1% | -8.9% |
| 6M | -17.3% | +10.4% | -27.7% | -22.1% |
| YTD | +55.3% | +19.8% | +35.5% | +39.6% |
| 1Y | +31.5% | +26.6% | +4.9% | +12.8% |
| All | +33.2% | +29.1% | +4.1% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling