-78.3%
SNAP vs NVS
+186.6%
-265.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.1% |
| 7D | -5.0% | -15.4% | +10.4% | +0.7% |
| 30D | -0.7% | -12.3% | +11.6% | +3.6% |
| 3M | -5.0% | -7.8% | +2.8% | -3.2% |
| 6M | +3.5% | -13.0% | +16.5% | +8.0% |
| YTD | -34.2% | +2.8% | -37.0% | -36.3% |
| 1Y | -27.1% | +10.6% | -37.7% | -31.9% |
| 3Y | -43.5% | +55.1% | -98.5% | -55.5% |
| 5Y | -92.9% | +91.7% | -184.6% | -95.1% |
| All | -78.3% | +186.6% | -265.0% | -89.8% |
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