+30.5%
SNOW vs NVS
+86.9%
-56.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +8.4% | -15.4% | +23.8% | +10.5% |
| 30D | -1.0% | -12.3% | +11.4% | +0.5% |
| 3M | +38.3% | -7.8% | +46.1% | +39.1% |
| 6M | +81.3% | -13.0% | +94.3% | +84.0% |
| YTD | +51.1% | +2.8% | +48.4% | +47.9% |
| 1Y | +47.0% | +10.6% | +36.3% | +41.6% |
| 3Y | +99.7% | +55.1% | +44.7% | +76.4% |
| 5Y | +3.6% | +91.7% | -88.1% | -13.5% |
| All | +30.5% | +86.9% | -56.3% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling