+559.3%
ROKU vs NVS
+150.5%
+408.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -0.4% | -14.3% | +13.8% | +6.0% |
| 30D | +2.1% | -10.0% | +12.0% | +5.8% |
| 3M | +29.5% | -10.9% | +40.4% | +34.5% |
| 6M | +53.8% | -12.0% | +65.8% | +60.4% |
| YTD | +42.8% | +2.5% | +40.3% | +37.7% |
| 1Y | +60.7% | +10.7% | +50.1% | +48.8% |
| 3Y | +83.9% | +53.3% | +30.6% | +36.7% |
| 5Y | -52.8% | +93.6% | -146.4% | -70.8% |
| All | +559.3% | +150.5% | +408.8% | +268.7% |
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