+29.6%
SNOW vs NVS
+86.4%
-56.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.4% | -14.3% | +11.8% | -0.7% |
| 30D | -1.0% | -10.0% | +9.0% | +0.1% |
| 3M | +36.9% | -10.9% | +47.7% | +38.3% |
| 6M | +83.4% | -12.0% | +95.3% | +85.6% |
| YTD | +50.0% | +2.5% | +47.5% | +46.9% |
| 1Y | +46.5% | +10.7% | +35.8% | +41.2% |
| 3Y | +93.3% | +53.3% | +40.0% | +71.2% |
| 5Y | +3.3% | +93.6% | -90.3% | -13.8% |
| All | +29.6% | +86.4% | -56.9% | +5.6% |
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 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