-19.5%
SAP vs NVS
+27.7%
-47.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.8% |
| 7D | -2.9% | +4.0% | -6.9% | -2.9% |
| 30D | +9.0% | +3.6% | +5.4% | +9.0% |
| 3M | +14.9% | +7.8% | +7.1% | +14.8% |
| 6M | +11.9% | -0.2% | +12.1% | +12.2% |
| YTD | -9.9% | +19.6% | -29.5% | -12.6% |
| 1Y | -19.5% | +28.4% | -47.9% | -23.6% |
| All | -19.5% | +27.7% | -47.3% | -23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling