+3,328.9%
SCHW vs NVS
+1,076.7%
+2,252.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -2.8% | -15.7% | +12.9% | +5.9% |
| 30D | -0.1% | -11.1% | +11.0% | +5.4% |
| 3M | +20.6% | -7.2% | +27.8% | +23.5% |
| 6M | +15.9% | -12.3% | +28.3% | +22.3% |
| YTD | +8.5% | +2.8% | +5.7% | +4.3% |
| 1Y | +17.8% | +11.9% | +5.9% | +7.4% |
| 3Y | +88.5% | +55.1% | +33.5% | +38.8% |
| 5Y | +60.6% | +94.1% | -33.4% | +2.1% |
| 10Y | +298.0% | +181.2% | +116.8% | +98.3% |
| All | +3,328.9% | +1,076.7% | +2,252.2% | +736.5% |
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