-63.2%
SPCH vs NVS
+7.8%
-71.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.6% | -11.2% | -6.7% |
| 7D | -13.4% | +5.7% | -19.1% | -12.2% |
| 30D | -39.6% | +17.1% | -56.7% | -38.1% |
| 3M | -1.4% | +7.6% | -9.1% | -1.8% |
| All | -63.2% | +7.8% | -71.0% | -64.0% |
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 · Available span rolling