+229.2%
ROIV vs NVS
+55.0%
+174.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -13.9% | +32.7% | +20.8% |
| 7D | +20.2% | -14.6% | +34.8% | +22.6% |
| 30D | +14.1% | -11.9% | +26.1% | +14.9% |
| 3M | +45.6% | -6.0% | +51.6% | +42.3% |
| 6M | +44.1% | -11.4% | +55.5% | +44.1% |
| YTD | +91.2% | +2.9% | +88.2% | +81.6% |
| 1Y | +221.3% | +10.2% | +211.1% | +197.9% |
| 3Y | +229.2% | +55.3% | +173.9% | +170.4% |
| All | +229.2% | +55.0% | +174.2% | +170.4% |
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