+154.8%
SO vs NVS
+180.2%
-25.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.1% | -15.7% | +14.6% | +4.8% |
| 30D | -3.7% | -11.1% | +7.3% | -0.3% |
| 3M | -5.9% | -7.2% | +1.3% | -4.4% |
| 6M | -7.3% | -12.3% | +5.0% | -3.8% |
| YTD | +3.1% | +2.8% | +0.4% | +0.1% |
| 1Y | -1.0% | +11.9% | -12.9% | -7.5% |
| 3Y | +43.2% | +55.1% | -11.8% | +15.2% |
| 5Y | +59.1% | +94.1% | -34.9% | +14.1% |
| All | +154.8% | +180.2% | -25.4% | +75.9% |
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 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