+68.4%
SAP vs NVS
+90.8%
-22.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | -1.3% | +1.9% | +0.8% |
| 30D | +6.5% | +9.3% | -2.7% | +4.9% |
| 3M | +12.2% | +5.8% | +6.5% | +10.7% |
| 6M | +46.1% | +7.2% | +38.9% | +43.4% |
| YTD | -1.6% | +20.0% | -21.6% | -6.6% |
| 1Y | -5.1% | +25.4% | -30.5% | -11.0% |
| 3Y | +68.4% | +89.2% | -20.8% | +41.4% |
| All | +68.4% | +90.8% | -22.5% | +41.4% |
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