+72.5%
SMR vs NVS
+54.6%
+17.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +4.7% | -15.7% | +20.4% | +3.0% |
| 30D | +3.2% | -11.1% | +14.3% | +1.6% |
| 3M | +9.9% | -7.2% | +17.1% | +8.1% |
| 6M | -15.1% | -12.3% | -2.8% | -16.8% |
| YTD | -27.9% | +2.8% | -30.7% | -28.6% |
| 1Y | -70.2% | +11.9% | -82.2% | -70.4% |
| All | +72.5% | +54.6% | +17.9% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling