-21.7%
SNAP vs NVS
+11.3%
-33.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -3.2% | -15.7% | +12.5% | -2.3% |
| 30D | +0.2% | -11.1% | +11.3% | +1.1% |
| 3M | +2.6% | -7.2% | +9.8% | +3.1% |
| 6M | +12.4% | -12.3% | +24.8% | +12.4% |
| YTD | -31.6% | +2.8% | -34.4% | -31.5% |
| 1Y | -21.7% | +11.9% | -33.6% | -19.2% |
| All | -21.7% | +11.3% | -33.0% | -19.2% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling