+318.0%
SPYM vs NVS
+179.5%
+138.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -0.8% | -14.3% | +13.5% | +4.9% |
| 30D | -1.1% | -10.0% | +8.9% | +2.2% |
| 3M | +3.9% | -10.9% | +14.8% | +7.4% |
| 6M | +13.6% | -12.0% | +25.6% | +17.9% |
| YTD | +12.7% | +2.5% | +10.2% | +9.0% |
| 1Y | +17.6% | +10.7% | +6.9% | +9.5% |
| 3Y | +77.2% | +53.3% | +23.9% | +37.9% |
| 5Y | +84.1% | +93.6% | -9.5% | +23.3% |
| All | +318.0% | +179.5% | +138.5% | +147.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling