+7,152.8%
SPGI vs NVS
+1,272.2%
+5,880.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +1.1% |
| 7D | -1.4% | -2.8% | +1.5% | -0.2% |
| 30D | +15.3% | +11.5% | +3.8% | +10.0% |
| 3M | +16.5% | +3.7% | +12.8% | +13.9% |
| 6M | +19.8% | +10.4% | +9.4% | +13.3% |
| YTD | -3.2% | +19.8% | -23.1% | -12.2% |
| 1Y | +1.8% | +26.6% | -24.8% | -10.0% |
| 3Y | +30.6% | +90.1% | -59.5% | -5.3% |
| 5Y | +16.0% | +133.4% | -117.3% | -24.0% |
| 10Y | +338.6% | +251.0% | +87.6% | +142.6% |
| All | +7,152.8% | +1,272.2% | +5,880.6% | +2,674.3% |
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 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