+338.3%
SU vs NVS
+92.9%
+245.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +2.2% | -14.3% | +16.5% | +5.1% |
| 30D | +8.4% | -10.0% | +18.4% | +10.1% |
| 3M | +12.1% | -10.9% | +23.0% | +14.0% |
| 6M | +19.7% | -12.0% | +31.6% | +21.9% |
| YTD | +58.4% | +2.5% | +55.9% | +54.5% |
| 1Y | +67.2% | +10.7% | +56.6% | +59.3% |
| 3Y | +125.0% | +53.3% | +71.7% | +90.4% |
| All | +338.3% | +92.9% | +245.4% | +228.6% |
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