+82.0%
SPY vs NVS
+92.5%
-10.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.0% | -15.7% | +13.7% | +1.5% |
| 30D | -1.7% | -11.1% | +9.4% | +0.5% |
| 3M | +4.7% | -7.2% | +11.9% | +5.6% |
| 6M | +12.5% | -12.3% | +24.8% | +15.0% |
| YTD | +11.7% | +2.8% | +9.0% | +9.3% |
| 1Y | +17.5% | +11.9% | +5.5% | +12.1% |
| 3Y | +76.6% | +55.1% | +21.5% | +49.9% |
| 5Y | +82.0% | +94.1% | -12.0% | +37.8% |
| All | +82.0% | +92.5% | -10.4% | +37.8% |
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