-14.4%
SMR vs NVS
+87.7%
-102.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.4% | -15.7% |
| 7D | -11.2% | -14.3% | +3.0% | -12.1% |
| 30D | -10.2% | -10.0% | -0.3% | -11.1% |
| 3M | -10.0% | -10.9% | +0.9% | -10.9% |
| 6M | -30.5% | -12.0% | -18.5% | -31.3% |
| YTD | -39.2% | +2.5% | -41.8% | -39.8% |
| 1Y | -75.5% | +10.7% | -86.2% | -75.8% |
| 3Y | +45.4% | +53.3% | -7.9% | +37.0% |
| All | -14.4% | +87.7% | -102.1% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling