+17.9%
SNPS vs NVS
+89.9%
-72.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -5.5% | -15.4% | +9.9% | -3.2% |
| 30D | -4.5% | -12.3% | +7.8% | -2.9% |
| 3M | -15.5% | -7.8% | -7.7% | -15.1% |
| 6M | -10.1% | -13.0% | +2.9% | -8.5% |
| YTD | -16.3% | +2.8% | -19.0% | -18.6% |
| 1Y | -34.9% | +10.6% | -45.6% | -37.9% |
| 3Y | -14.4% | +55.1% | -69.4% | -25.4% |
| 5Y | +17.9% | +91.7% | -73.8% | -8.9% |
| All | +17.9% | +89.9% | -72.0% | -8.9% |
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