+46.0%
RF vs NVS
+135.3%
-89.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.3% | +2.5% | -2.2% | -0.3% |
| 30D | +6.2% | +13.6% | -7.4% | +2.7% |
| 3M | -7.8% | +4.1% | -12.0% | -9.3% |
| 6M | +5.9% | +11.8% | -5.9% | +1.8% |
| YTD | +9.0% | +22.0% | -13.0% | +1.7% |
| 1Y | +19.3% | +32.3% | -13.0% | +8.4% |
| 3Y | +116.4% | +93.6% | +22.8% | +68.0% |
| 5Y | +46.0% | +136.7% | -90.7% | -0.9% |
| All | +46.0% | +135.3% | -89.2% | -0.9% |
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