+282.6%
SPGI vs NVS
+180.2%
+102.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -8.9% | -15.7% | +6.8% | -1.5% |
| 30D | +0.6% | -11.1% | +11.7% | +5.7% |
| 3M | +2.0% | -7.2% | +9.2% | +4.1% |
| 6M | +0.1% | -12.3% | +12.4% | +5.1% |
| YTD | -16.4% | +2.8% | -19.2% | -19.9% |
| 1Y | -18.9% | +11.9% | -30.9% | -26.3% |
| 3Y | +13.8% | +55.1% | -41.3% | -16.7% |
| 5Y | +0.5% | +94.1% | -93.5% | -37.7% |
| All | +282.6% | +180.2% | +102.4% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling