-23.8%
QS vs NVS
+54.2%
-78.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -3.6% | -14.3% | +10.6% | -2.1% |
| 30D | -17.2% | -10.0% | -7.3% | -16.5% |
| 3M | -27.0% | -10.9% | -16.1% | -26.4% |
| 6M | -24.6% | -12.0% | -12.6% | -24.1% |
| YTD | -49.3% | +2.5% | -51.8% | -50.5% |
| 1Y | -40.3% | +10.7% | -51.0% | -42.5% |
| 3Y | -23.8% | +53.3% | -77.1% | -29.4% |
| All | -23.8% | +54.2% | -78.0% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling