-85.6%
SMR vs NVS
+37.6%
-123.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -3.7% |
| 7D | -9.5% | +5.7% | -15.2% | -8.5% |
| 30D | -33.2% | +17.1% | -50.3% | -30.7% |
| 3M | -45.9% | +7.6% | -53.6% | -45.5% |
| 6M | -57.9% | +14.1% | -72.0% | -58.6% |
| YTD | -63.8% | +23.3% | -87.1% | -64.2% |
| 1Y | -85.6% | +36.0% | -121.6% | -86.1% |
| All | -85.6% | +37.6% | -123.2% | -86.1% |
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