+6.0%
SO vs NVS
+25.4%
-19.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.4% | -1.3% | +2.6% | +1.5% |
| 30D | +4.7% | +9.3% | -4.6% | +3.4% |
| 3M | +1.7% | +5.8% | -4.1% | 0.0% |
| 6M | +2.2% | +7.2% | -5.0% | +0.1% |
| YTD | +10.0% | +20.0% | -10.0% | +4.2% |
| 1Y | +6.0% | +25.4% | -19.3% | -0.8% |
| All | +6.0% | +25.4% | -19.4% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling