+309.7%
SN vs NVS
+45.4%
+264.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.3% |
| 7D | -3.4% | -15.4% | +12.0% | -1.5% |
| 30D | -9.1% | -12.3% | +3.3% | -7.8% |
| 3M | +31.8% | -7.8% | +39.6% | +32.1% |
| 6M | +52.0% | -13.0% | +65.0% | +53.8% |
| YTD | +51.3% | +2.8% | +48.5% | +50.0% |
| 1Y | +46.9% | +10.6% | +36.2% | +44.4% |
| 3Y | +394.9% | +55.1% | +339.9% | +353.4% |
| All | +309.7% | +45.4% | +264.3% | +293.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling