+1,593.9%
SNPS vs NVS
+1,269.4%
+324.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.6% |
| 7D | -11.0% | +4.0% | -15.0% | -12.6% |
| 30D | -1.7% | +3.6% | -5.3% | -3.6% |
| 3M | -20.4% | +7.8% | -28.2% | -23.5% |
| 6M | -8.6% | -0.2% | -8.4% | -9.7% |
| YTD | -16.2% | +19.6% | -35.7% | -23.5% |
| 1Y | -34.6% | +28.4% | -62.9% | -42.0% |
| 3Y | -14.5% | +76.2% | -90.7% | -35.2% |
| 5Y | +17.0% | +111.1% | -94.1% | -19.3% |
| 10Y | +560.0% | +224.3% | +335.8% | +278.2% |
| All | +1,593.9% | +1,269.4% | +324.6% | +455.7% |
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