+11.5%
SWKS vs NVS
+90.8%
-79.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +9.4% | -1.3% | +10.7% | +9.8% |
| 30D | +17.0% | +9.3% | +7.7% | +14.0% |
| 3M | +28.9% | +5.8% | +23.1% | +25.4% |
| 6M | +33.1% | +7.2% | +26.0% | +28.4% |
| YTD | +44.8% | +20.0% | +24.8% | +32.7% |
| 1Y | +36.2% | +25.4% | +10.8% | +22.4% |
| 3Y | +11.5% | +89.2% | -77.7% | -11.4% |
| All | +11.5% | +90.8% | -79.3% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling