+2,539.9%
SO vs NVS
+1,273.7%
+1,266.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.1% | +1.2% |
| 7D | +1.4% | -1.3% | +2.6% | +1.7% |
| 30D | +4.7% | +9.3% | -4.6% | +2.3% |
| 3M | +1.7% | +5.8% | -4.1% | -0.4% |
| 6M | +2.2% | +7.2% | -5.0% | -0.4% |
| YTD | +10.0% | +20.0% | -10.0% | +3.8% |
| 1Y | +6.0% | +25.4% | -19.3% | -1.1% |
| 3Y | +54.1% | +89.2% | -35.1% | +28.2% |
| 5Y | +79.6% | +134.6% | -55.0% | +40.5% |
| 10Y | +195.5% | +251.4% | -55.9% | +110.6% |
| All | +2,539.9% | +1,273.7% | +1,266.1% | +1,384.4% |
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