-14.9%
SNPS vs NVS
+54.6%
-69.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -5.5% | -15.4% | +9.9% | -4.8% |
| 30D | -4.5% | -12.3% | +7.8% | -3.9% |
| 3M | -15.5% | -7.8% | -7.7% | -15.5% |
| 6M | -10.1% | -13.0% | +2.9% | -9.3% |
| YTD | -16.3% | +2.8% | -19.0% | -18.2% |
| 1Y | -34.9% | +10.6% | -45.6% | -37.2% |
| All | -14.9% | +54.6% | -69.4% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling