+1,564.8%
QQQ vs NVS
+686.7%
+878.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.0% | -15.4% | +16.4% | +7.8% |
| 30D | -0.6% | -12.3% | +11.7% | +4.1% |
| 3M | +1.3% | -7.8% | +9.1% | +3.4% |
| 6M | +18.1% | -13.0% | +31.1% | +23.4% |
| YTD | +16.9% | +2.8% | +14.1% | +13.0% |
| 1Y | +24.0% | +10.6% | +13.4% | +15.6% |
| 3Y | +95.6% | +55.1% | +40.5% | +52.7% |
| 5Y | +94.5% | +91.7% | +2.8% | +35.4% |
| 10Y | +571.7% | +181.2% | +390.5% | +288.9% |
| All | +1,564.8% | +686.7% | +878.1% | +512.8% |
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