+2,810.5%
SAP vs NVS
+1,272.2%
+1,538.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.2% |
| 7D | -2.5% | -2.8% | +0.3% | -0.9% |
| 30D | +7.5% | +11.5% | -4.0% | +0.9% |
| 3M | +11.6% | +3.7% | +8.0% | +7.8% |
| 6M | +37.6% | +10.4% | +27.2% | +27.3% |
| YTD | -2.0% | +19.8% | -21.8% | -14.2% |
| 1Y | -6.4% | +26.6% | -33.0% | -20.8% |
| 3Y | +67.7% | +90.1% | -22.4% | +8.8% |
| 5Y | +75.7% | +133.4% | -57.6% | -0.8% |
| 10Y | +229.3% | +251.0% | -21.6% | +43.3% |
| All | +2,810.5% | +1,272.2% | +1,538.2% | +430.7% |
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