+52.0%
SNOW vs NVS
+27.7%
+24.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -5.6% |
| 7D | +2.8% | +4.0% | -1.2% | +3.5% |
| 30D | +6.4% | +3.6% | +2.8% | +7.2% |
| 3M | +38.1% | +7.8% | +30.3% | +39.5% |
| 6M | +100.4% | -0.2% | +100.6% | +104.2% |
| YTD | +53.7% | +19.6% | +34.1% | +48.2% |
| 1Y | +52.0% | +28.4% | +23.6% | +44.6% |
| All | +52.0% | +27.7% | +24.2% | +44.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling