+343.3%
SPGI vs NVS
+260.1%
+83.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.2% | -1.3% | +2.5% | +1.9% |
| 30D | +15.9% | +9.3% | +6.6% | +11.0% |
| 3M | +12.3% | +5.8% | +6.5% | +8.2% |
| 6M | +23.7% | +7.2% | +16.5% | +17.6% |
| YTD | -3.5% | +20.0% | -23.5% | -14.5% |
| 1Y | +0.4% | +25.4% | -25.0% | -13.3% |
| 3Y | +29.9% | +89.2% | -59.3% | -14.7% |
| 5Y | +15.2% | +134.6% | -119.4% | -36.0% |
| All | +343.3% | +260.1% | +83.3% | +104.3% |
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 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