+6,670.4%
SPGI vs NVS
+1,269.4%
+5,401.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.7% |
| 7D | +0.1% | +4.0% | -3.9% | -1.6% |
| 30D | +8.4% | +3.6% | +4.8% | +6.6% |
| 3M | +11.8% | +7.8% | +4.0% | +7.5% |
| 6M | +5.7% | -0.2% | +5.9% | +4.8% |
| YTD | -9.7% | +19.6% | -29.3% | -17.5% |
| 1Y | -12.5% | +28.4% | -40.8% | -22.8% |
| 3Y | +21.8% | +76.2% | -54.4% | -8.1% |
| 5Y | +8.2% | +111.1% | -102.9% | -25.5% |
| 10Y | +309.5% | +224.3% | +85.3% | +134.9% |
| All | +6,670.4% | +1,269.4% | +5,401.0% | +2,505.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling