+572.1%
SNPS vs NVS
+180.2%
+392.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -4.6% | -15.7% | +11.1% | +1.5% |
| 30D | -3.3% | -11.1% | +7.7% | +0.2% |
| 3M | -13.8% | -7.2% | -6.6% | -12.7% |
| 6M | -8.2% | -12.3% | +4.1% | -5.0% |
| YTD | -15.4% | +2.8% | -18.2% | -19.2% |
| 1Y | +2.4% | +11.9% | -9.5% | -6.2% |
| 3Y | -13.5% | +55.1% | -68.6% | -34.2% |
| 5Y | +19.5% | +94.1% | -74.6% | -22.8% |
| All | +572.1% | +180.2% | +392.0% | +286.4% |
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 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