+2,391.6%
SIMO vs NVS
+682.6%
+1,709.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -1.8% | +10.5% | +9.4% |
| 7D | +0.9% | -2.8% | +3.8% | +2.2% |
| 30D | -25.4% | +11.5% | -36.9% | -29.1% |
| 3M | -17.8% | +3.7% | -21.4% | -20.8% |
| 6M | -29.6% | +10.4% | -39.9% | -34.7% |
| YTD | +100.3% | +19.8% | +80.5% | +77.5% |
| 1Y | +100.4% | +26.6% | +73.8% | +72.7% |
| 3Y | +246.1% | +90.1% | +156.0% | +136.2% |
| 5Y | +189.8% | +133.4% | +56.4% | +71.3% |
| 10Y | +434.6% | +251.0% | +183.6% | +139.3% |
| All | +2,391.6% | +682.6% | +1,709.0% | +626.7% |
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 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