+5,397.2%
SU vs NVS
+1,076.7%
+4,320.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.7% | -15.7% | +17.4% | +8.8% |
| 30D | +9.6% | -11.1% | +20.7% | +14.3% |
| 3M | +11.7% | -7.2% | +18.9% | +14.1% |
| 6M | +21.9% | -12.3% | +34.2% | +26.9% |
| YTD | +58.6% | +2.8% | +55.9% | +53.3% |
| 1Y | +66.5% | +11.9% | +54.6% | +54.2% |
| 3Y | +121.4% | +55.1% | +66.4% | +73.4% |
| 5Y | +355.7% | +94.1% | +261.7% | +216.3% |
| 10Y | +264.2% | +181.2% | +83.0% | +113.2% |
| All | +5,397.2% | +1,076.7% | +4,320.5% | +1,888.3% |
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