+83.3%
SPYM vs NVS
+92.9%
-9.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -1.0% | -14.3% | +13.2% | +2.0% |
| 30D | -1.3% | -10.0% | +8.6% | +0.5% |
| 3M | +3.6% | -10.9% | +14.5% | +5.6% |
| 6M | +13.3% | -12.0% | +25.3% | +15.7% |
| YTD | +12.4% | +2.5% | +9.9% | +10.1% |
| 1Y | +17.3% | +10.7% | +6.6% | +12.3% |
| 3Y | +76.8% | +53.3% | +23.5% | +50.8% |
| All | +83.3% | +92.9% | -9.6% | +38.9% |
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 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