+125.0%
SU vs NVS
+54.2%
+70.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.2% | -14.3% | +16.5% | +4.0% |
| 30D | +8.4% | -10.0% | +18.4% | +9.4% |
| 3M | +12.1% | -10.9% | +23.0% | +13.2% |
| 6M | +19.7% | -12.0% | +31.6% | +21.1% |
| YTD | +58.4% | +2.5% | +55.9% | +54.8% |
| 1Y | +67.2% | +10.7% | +56.6% | +60.5% |
| 3Y | +125.0% | +53.3% | +71.7% | +95.0% |
| All | +125.0% | +54.2% | +70.8% | +95.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling