+177.1%
SW vs NVS
+260.1%
-83.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -2.9% | -1.3% | -1.7% | -2.5% |
| 30D | +5.0% | +9.3% | -4.2% | +2.2% |
| 3M | -13.7% | +5.8% | -19.4% | -15.6% |
| 6M | +8.0% | +7.2% | +0.8% | +5.0% |
| YTD | +14.0% | +20.0% | -6.0% | +7.3% |
| 1Y | +25.6% | +25.4% | +0.2% | +16.7% |
| 3Y | +40.1% | +89.2% | -49.1% | +15.0% |
| 5Y | -2.6% | +134.6% | -137.2% | -26.7% |
| All | +177.1% | +260.1% | -83.0% | +102.8% |
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