+29.1%
Q vs NVS
+29.0%
+0.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | +11.5% | -1.0% | +12.5% | +11.5% |
| 30D | -0.2% | +12.5% | -12.7% | -0.6% |
| 3M | -13.6% | +5.2% | -18.8% | -14.5% |
| 6M | -27.0% | +8.2% | -35.2% | -30.2% |
| YTD | +50.5% | +19.8% | +30.8% | +35.3% |
| 1Y | +33.8% | +24.8% | +8.9% | +15.6% |
| All | +29.1% | +29.0% | +0.1% | +10.0% |
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 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