-48.8%
SE vs NVS
+37.6%
-86.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +0.9% | +3.9% |
| 7D | +6.7% | +5.7% | +1.0% | +5.8% |
| 30D | -17.2% | +17.1% | -34.3% | -19.1% |
| 3M | -28.0% | +7.6% | -35.7% | -29.3% |
| 6M | -6.1% | +14.1% | -20.2% | -11.0% |
| YTD | -37.1% | +23.3% | -60.4% | -41.3% |
| 1Y | -48.8% | +36.0% | -84.8% | -53.2% |
| All | -48.8% | +37.6% | -86.4% | -53.2% |
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 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