-92.9%
SNAP vs NVS
+89.9%
-182.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | -5.0% | -15.4% | +10.4% | -1.5% |
| 30D | -0.7% | -12.3% | +11.6% | +2.0% |
| 3M | -5.0% | -7.8% | +2.8% | -3.9% |
| 6M | +3.5% | -13.0% | +16.5% | +6.3% |
| YTD | -34.2% | +2.8% | -37.0% | -35.7% |
| 1Y | -27.1% | +10.6% | -37.7% | -30.4% |
| 3Y | -43.5% | +55.1% | -98.5% | -52.0% |
| 5Y | -92.9% | +91.7% | -184.6% | -94.9% |
| All | -92.9% | +89.9% | -182.8% | -94.9% |
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 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