+16.0%
SPGI vs NVS
+133.2%
-117.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -1.4% | -2.8% | +1.5% | -0.5% |
| 30D | +15.3% | +11.5% | +3.8% | +11.6% |
| 3M | +16.5% | +3.7% | +12.8% | +14.7% |
| 6M | +19.8% | +10.4% | +9.4% | +15.1% |
| YTD | -3.2% | +19.8% | -23.1% | -10.3% |
| 1Y | +1.8% | +26.6% | -24.8% | -7.7% |
| 3Y | +30.6% | +90.1% | -59.5% | -2.0% |
| 5Y | +16.0% | +133.4% | -117.3% | -21.4% |
| All | +16.0% | +133.2% | -117.1% | -21.4% |
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