-40.3%
QS vs NVS
+10.8%
-51.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +1.9% |
| 7D | -3.6% | -14.3% | +10.6% | -3.1% |
| 30D | -17.2% | -10.0% | -7.3% | -17.1% |
| 3M | -27.0% | -10.9% | -16.1% | -26.7% |
| 6M | -24.6% | -12.0% | -12.6% | -25.3% |
| YTD | -49.3% | +2.5% | -51.8% | -51.3% |
| 1Y | -40.3% | +10.7% | -51.0% | -44.0% |
| All | -40.3% | +10.8% | -51.2% | -44.0% |
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 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