+2.2%
SW vs NVS
+27.7%
-25.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +2.2% |
| 7D | -5.1% | +4.0% | -9.1% | -7.2% |
| 30D | -4.6% | +3.6% | -8.2% | -6.6% |
| 3M | +9.4% | +7.8% | +1.6% | +3.8% |
| 6M | +3.5% | -0.2% | +3.7% | +3.5% |
| YTD | +22.0% | +19.6% | +2.5% | +9.8% |
| 1Y | +2.2% | +28.4% | -26.2% | -12.7% |
| All | +2.2% | +27.7% | -25.5% | -12.7% |
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