-71.3%
QS vs NVS
+37.6%
-109.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.9% | +7.2% |
| 7D | +4.5% | +5.7% | -1.2% | +4.1% |
| 30D | -4.1% | +17.1% | -21.2% | -4.5% |
| 3M | -22.1% | +7.6% | -29.8% | -22.6% |
| 6M | -38.4% | +14.1% | -52.5% | -40.6% |
| YTD | -57.5% | +23.3% | -80.8% | -59.8% |
| 1Y | -71.3% | +36.0% | -107.3% | -73.4% |
| All | -71.3% | +37.6% | -109.0% | -73.4% |
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