+452.3%
SIMO vs NVS
+55.0%
+397.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -13.9% | +20.1% | +4.5% |
| 7D | +14.6% | -14.6% | +29.2% | +12.8% |
| 30D | +6.2% | -11.9% | +18.1% | +4.8% |
| 3M | +3.6% | -6.0% | +9.5% | +1.8% |
| 6M | +130.8% | -11.4% | +142.2% | +129.0% |
| YTD | +195.8% | +2.9% | +192.8% | +188.1% |
| 1Y | +225.0% | +10.2% | +214.8% | +214.5% |
| 3Y | +452.3% | +55.3% | +397.0% | +416.9% |
| All | +452.3% | +55.0% | +397.3% | +416.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling