+184.4%
SW vs NVS
+256.0%
-71.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | +2.2% | +2.5% | -0.3% | +1.4% |
| 30D | +7.4% | +13.6% | -6.1% | +3.2% |
| 3M | -5.9% | +4.1% | -10.1% | -7.6% |
| 6M | +9.0% | +11.8% | -2.8% | +4.5% |
| YTD | +18.1% | +22.0% | -3.9% | +10.6% |
| 1Y | +28.7% | +32.3% | -3.6% | +17.6% |
| 3Y | +48.8% | +93.6% | -44.8% | +21.2% |
| 5Y | +2.5% | +136.7% | -134.3% | -23.1% |
| 10Y | +184.4% | +254.6% | -70.2% | +104.6% |
| All | +184.4% | +256.0% | -71.6% | +104.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling