+549.0%
SIMO vs NVS
+180.2%
+368.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | 0.0% | -4.5% | -4.5% |
| 7D | +12.5% | -15.7% | +28.2% | +16.1% |
| 30D | +18.4% | -11.1% | +29.5% | +20.2% |
| 3M | +5.6% | -7.2% | +12.8% | +5.6% |
| 6M | +116.9% | -12.3% | +129.2% | +120.1% |
| YTD | +188.4% | +2.8% | +185.7% | +178.3% |
| 1Y | +221.3% | +11.9% | +209.3% | +201.5% |
| 3Y | +438.6% | +55.1% | +383.5% | +345.7% |
| 5Y | +287.9% | +94.1% | +193.8% | +186.2% |
| All | +549.0% | +180.2% | +368.8% | +344.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling