+368.8%
SNXX vs NVS
-6.2%
+374.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.8% | -7.2% |
| 7D | -12.0% | -14.3% | +2.2% | -20.4% |
| 30D | +37.9% | -10.0% | +47.9% | +33.1% |
| 3M | -52.7% | -10.9% | -41.8% | -53.0% |
| 6M | +194.8% | -12.0% | +206.8% | +198.6% |
| All | +368.8% | -6.2% | +374.9% | +588.7% |
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