-47.3%
QS vs NVS
+101.8%
-149.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.5% | -6.6% |
| 7D | -4.2% | -15.4% | +11.2% | -1.1% |
| 30D | -15.7% | -12.3% | -3.4% | -13.7% |
| 3M | -28.7% | -7.8% | -20.9% | -28.3% |
| 6M | -23.2% | -13.0% | -10.3% | -21.6% |
| YTD | -49.9% | +2.8% | -52.7% | -51.2% |
| 1Y | -38.8% | +10.6% | -49.4% | -41.6% |
| 3Y | -24.0% | +55.1% | -79.1% | -35.3% |
| 5Y | -75.6% | +91.7% | -167.3% | -80.8% |
| All | -47.3% | +101.8% | -149.1% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling