+5,470.9%
SHW vs NVS
+1,078.6%
+4,392.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.9% | +11.6% | +3.0% |
| 7D | -1.2% | -14.6% | +13.4% | +4.4% |
| 30D | -11.6% | -11.9% | +0.3% | -7.9% |
| 3M | +9.1% | -6.0% | +15.1% | +10.8% |
| 6M | -0.7% | -11.4% | +10.7% | +3.3% |
| YTD | +1.4% | +2.9% | -1.6% | -0.5% |
| 1Y | -12.3% | +10.2% | -22.5% | -16.3% |
| 3Y | +23.4% | +55.3% | -31.9% | +2.3% |
| 5Y | +15.0% | +89.6% | -74.6% | -12.1% |
| 10Y | +278.3% | +176.1% | +102.2% | +152.2% |
| All | +5,470.9% | +1,078.6% | +4,392.3% | +2,180.0% |
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