+189.8%
SIMO vs NVS
+133.2%
+56.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.8% | +10.5% | +8.5% |
| 7D | +0.9% | -2.8% | +3.8% | +0.7% |
| 30D | -25.4% | +11.5% | -36.9% | -24.7% |
| 3M | -17.8% | +3.7% | -21.4% | -17.3% |
| 6M | -29.6% | +10.4% | -39.9% | -29.5% |
| YTD | +100.3% | +19.8% | +80.5% | +98.8% |
| 1Y | +100.4% | +26.6% | +73.8% | +97.9% |
| 3Y | +246.1% | +90.1% | +156.0% | +229.3% |
| 5Y | +189.8% | +133.4% | +56.4% | +176.9% |
| All | +189.8% | +133.2% | +56.6% | +176.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling