+2,385.3%
SO vs NVS
+1,269.4%
+1,115.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -0.2% | +4.0% | -4.2% | -1.3% |
| 30D | -4.6% | +3.6% | -8.2% | -5.6% |
| 3M | -3.0% | +7.8% | -10.8% | -5.2% |
| 6M | -8.3% | -0.2% | -8.1% | -8.5% |
| YTD | +3.5% | +19.6% | -16.0% | -1.7% |
| 1Y | -0.9% | +28.4% | -29.3% | -7.8% |
| 3Y | +45.4% | +76.2% | -30.8% | +23.7% |
| 5Y | +59.6% | +111.1% | -51.5% | +28.8% |
| 10Y | +156.6% | +224.3% | -67.6% | +86.8% |
| All | +2,385.3% | +1,269.4% | +1,115.9% | +1,305.4% |
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