+293.4%
SN vs NVS
+45.4%
+248.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -7.2% | -15.7% | +8.5% | -5.3% |
| 30D | -13.4% | -11.1% | -2.3% | -12.4% |
| 3M | +26.8% | -7.2% | +34.0% | +27.0% |
| 6M | +44.6% | -12.3% | +56.9% | +46.1% |
| YTD | +45.3% | +2.8% | +42.5% | +44.1% |
| 1Y | +40.1% | +11.9% | +28.2% | +37.6% |
| 3Y | +375.3% | +55.1% | +320.2% | +335.4% |
| All | +293.4% | +45.4% | +248.0% | +277.9% |
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 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