+7.5%
SMR vs NVS
+88.2%
-80.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | +13.1% | -15.4% | +28.5% | +12.0% |
| 30D | +17.8% | -12.3% | +30.1% | +16.6% |
| 3M | +8.1% | -7.8% | +15.9% | +6.9% |
| 6M | -11.1% | -13.0% | +1.9% | -12.2% |
| YTD | -23.7% | +2.8% | -26.5% | -24.5% |
| 1Y | -69.4% | +10.6% | -80.0% | -69.7% |
| 3Y | +82.6% | +55.1% | +27.5% | +72.0% |
| All | +7.5% | +88.2% | -80.7% | -5.0% |
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