+2.2%
SPGI vs NVS
+89.9%
-87.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.1% | -15.4% | +12.3% | +1.5% |
| 30D | +2.0% | -12.3% | +14.4% | +5.6% |
| 3M | +4.3% | -7.8% | +12.1% | +6.0% |
| 6M | -0.2% | -13.0% | +12.7% | +3.2% |
| YTD | -14.8% | +2.8% | -17.5% | -17.3% |
| 1Y | -18.5% | +10.6% | -29.2% | -23.3% |
| 3Y | +16.0% | +55.1% | -39.1% | -6.5% |
| 5Y | +2.2% | +91.7% | -89.5% | -26.4% |
| All | +2.2% | +89.9% | -87.7% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling