+375.7%
ROIV vs NVS
+92.9%
+282.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.5% |
| 7D | +13.3% | +1.3% | +12.0% | +13.1% |
| 30D | +14.8% | +13.9% | +0.9% | +12.4% |
| 3M | +11.9% | +4.7% | +7.2% | +9.6% |
| 6M | +42.4% | +12.1% | +30.3% | +34.9% |
| YTD | +87.4% | +22.3% | +65.1% | +72.6% |
| 1Y | +97.2% | +33.5% | +63.7% | +75.7% |
| 3Y | +375.7% | +94.7% | +280.9% | +251.4% |
| All | +375.7% | +92.9% | +282.8% | +251.4% |
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