+86.2%
SU vs NVS
+37.6%
+48.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.6% | -8.1% | -4.3% |
| 7D | -7.1% | +5.7% | -12.8% | -6.7% |
| 30D | +4.8% | +17.1% | -12.3% | +5.4% |
| 3M | +12.5% | +7.6% | +4.9% | +12.9% |
| 6M | +6.5% | +14.1% | -7.6% | +7.6% |
| YTD | +65.8% | +23.3% | +42.5% | +64.3% |
| 1Y | +86.2% | +36.0% | +50.2% | +85.4% |
| All | +86.2% | +37.6% | +48.5% | +85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling