+223.8%
SIMO vs NVS
+10.8%
+212.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.2% | +7.5% | +7.2% |
| 7D | +11.0% | -14.3% | +25.3% | +6.6% |
| 30D | +17.9% | -10.0% | +27.8% | +14.5% |
| 3M | +3.9% | -10.9% | +14.8% | +0.8% |
| 6M | +131.0% | -12.0% | +143.0% | +130.3% |
| YTD | +209.3% | +2.5% | +206.8% | +189.5% |
| 1Y | +223.8% | +10.7% | +213.1% | +198.7% |
| All | +223.8% | +10.8% | +212.9% | +198.7% |
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