-45.9%
SE vs NVS
+10.8%
-56.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -5.2% | -14.3% | +9.1% | -3.1% |
| 30D | -17.1% | -10.0% | -7.1% | -16.2% |
| 3M | +24.0% | -10.9% | +34.9% | +24.9% |
| 6M | +21.0% | -12.0% | +32.9% | +20.5% |
| YTD | -16.7% | +2.5% | -19.2% | -19.5% |
| 1Y | -45.9% | +10.7% | -56.6% | -48.6% |
| All | -45.9% | +10.8% | -56.8% | -48.6% |
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