+823.3%
SPYM vs NVS
+496.9%
+326.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.9% | +13.4% | +5.2% |
| 7D | +0.6% | -14.6% | +15.2% | +6.7% |
| 30D | -0.9% | -11.9% | +11.0% | +3.5% |
| 3M | +3.9% | -6.0% | +9.9% | +5.2% |
| 6M | +14.5% | -11.4% | +25.9% | +18.7% |
| YTD | +13.0% | +2.9% | +10.1% | +9.5% |
| 1Y | +19.4% | +10.2% | +9.2% | +12.0% |
| 3Y | +78.9% | +55.3% | +23.6% | +41.1% |
| 5Y | +82.3% | +89.6% | -7.3% | +29.3% |
| 10Y | +314.7% | +176.1% | +138.7% | +147.1% |
| All | +823.3% | +496.9% | +326.4% | +279.1% |
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