-28.4%
QS vs NVS
+27.7%
-56.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | -2.3% | +4.0% | -6.3% | -2.8% |
| 30D | -0.7% | +3.6% | -4.3% | -1.0% |
| 3M | -39.6% | +7.8% | -47.5% | -40.8% |
| 6M | -21.7% | -0.2% | -21.5% | -22.6% |
| YTD | -47.4% | +19.6% | -67.0% | -49.5% |
| 1Y | -28.4% | +28.4% | -56.7% | -31.5% |
| All | -28.4% | +27.7% | -56.1% | -31.5% |
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 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