+1,122.9%
SCHG vs NVS
+431.7%
+691.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.0% | -14.3% | +13.2% | +5.5% |
| 30D | -1.3% | -10.0% | +8.7% | +2.5% |
| 3M | +5.4% | -10.9% | +16.3% | +9.6% |
| 6M | +14.4% | -12.0% | +26.4% | +19.3% |
| YTD | +8.0% | +2.5% | +5.5% | +4.2% |
| 1Y | +12.7% | +10.7% | +2.1% | +4.2% |
| 3Y | +85.6% | +53.3% | +32.3% | +40.6% |
| 5Y | +85.5% | +93.6% | -8.1% | +20.5% |
| 10Y | +456.0% | +180.6% | +275.4% | +188.2% |
| All | +1,122.9% | +431.7% | +691.2% | +276.2% |
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