+32.0%
Q vs NVS
+10.7%
+21.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | +6.6% | -15.4% | +22.0% | +8.0% |
| 30D | -6.6% | -12.3% | +5.8% | -6.0% |
| 3M | -13.2% | -7.8% | -5.4% | -15.8% |
| 6M | +9.9% | -13.0% | +22.9% | +11.7% |
| YTD | +53.9% | +2.8% | +51.2% | +39.3% |
| All | +32.0% | +10.7% | +21.3% | +13.3% |
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