-2.6%
SW vs NVS
+135.2%
-137.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | +6.8% | +13.4% | -6.7% | +3.1% |
| 3M | -5.2% | +5.4% | -10.6% | -7.0% |
| 6M | +7.4% | +9.6% | -2.1% | +4.0% |
| YTD | +17.4% | +21.5% | -4.1% | +11.3% |
| 1Y | +27.1% | +32.3% | -5.2% | +18.1% |
| 3Y | +47.9% | +92.9% | -45.1% | +29.2% |
| All | -2.6% | +135.2% | -137.7% | -19.0% |
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