-16.3%
SOUN vs NVS
+78.6%
-94.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -6.8% | -15.7% | +8.9% | -6.1% |
| 30D | -15.2% | -11.1% | -4.2% | -14.7% |
| 3M | -7.0% | -7.2% | +0.2% | -6.7% |
| 6M | -20.5% | -12.3% | -8.2% | -20.0% |
| YTD | -37.0% | +2.8% | -39.8% | -37.1% |
| 1Y | -55.3% | +11.9% | -67.2% | -55.6% |
| 3Y | +173.0% | +55.1% | +118.0% | +184.9% |
| All | -16.3% | +78.6% | -94.9% | +5.3% |
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