+3.3%
SNOW vs NVS
+92.9%
-89.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.4% | -14.3% | +11.8% | -0.6% |
| 30D | -1.0% | -10.0% | +9.0% | +0.2% |
| 3M | +36.9% | -10.9% | +47.7% | +38.5% |
| 6M | +83.4% | -12.0% | +95.3% | +85.9% |
| YTD | +50.0% | +2.5% | +47.5% | +46.3% |
| 1Y | +46.5% | +10.7% | +35.8% | +40.2% |
| 3Y | +93.3% | +53.3% | +40.0% | +66.8% |
| All | +3.3% | +92.9% | -89.6% | -16.0% |
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