+755.0%
SW vs NVS
+598.0%
+157.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | -5.1% | +4.0% | -9.1% | -6.0% |
| 30D | -4.6% | +3.6% | -8.2% | -5.5% |
| 3M | +9.4% | +7.8% | +1.6% | +7.3% |
| 6M | +3.5% | -0.2% | +3.7% | +3.4% |
| YTD | +22.0% | +19.6% | +2.5% | +17.2% |
| 1Y | +2.2% | +28.4% | -26.2% | -3.3% |
| 3Y | +19.6% | +76.2% | -56.6% | +5.6% |
| 5Y | -2.3% | +111.1% | -113.4% | -17.6% |
| 10Y | +181.4% | +224.3% | -42.9% | +120.8% |
| All | +755.0% | +598.0% | +157.0% | +560.0% |
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 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