-75.5%
QS vs NVS
+93.4%
-168.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -5.0% | -15.7% | +10.7% | -0.6% |
| 30D | -18.3% | -11.1% | -7.2% | -16.1% |
| 3M | -26.0% | -7.2% | -18.8% | -25.7% |
| 6M | -24.0% | -12.3% | -11.7% | -22.1% |
| YTD | -50.3% | +2.8% | -53.0% | -52.1% |
| 1Y | -38.0% | +11.9% | -49.9% | -42.4% |
| 3Y | -24.6% | +55.1% | -79.7% | -41.2% |
| All | -75.5% | +93.4% | -168.9% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling