+1,270.6%
SMH vs NVS
+836.6%
+433.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +4.3% | -15.4% | +19.7% | +12.0% |
| 30D | +0.9% | -12.3% | +13.2% | +6.0% |
| 3M | -2.8% | -7.8% | +5.0% | -0.9% |
| 6M | +45.6% | -13.0% | +58.6% | +52.3% |
| YTD | +59.5% | +2.8% | +56.7% | +53.0% |
| 1Y | +93.4% | +10.6% | +82.8% | +78.1% |
| 3Y | +287.1% | +55.1% | +232.0% | +190.8% |
| 5Y | +338.0% | +91.7% | +246.4% | +187.5% |
| 10Y | +1,876.8% | +181.2% | +1,695.6% | +956.1% |
| All | +1,270.6% | +836.6% | +433.9% | +318.9% |
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 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