+3,621.3%
SWKS vs NVS
+1,269.4%
+2,351.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.5% |
| 7D | +12.5% | +4.0% | +8.5% | +10.1% |
| 30D | +10.5% | +3.6% | +6.9% | +8.2% |
| 3M | -7.4% | +7.8% | -15.2% | -11.6% |
| 6M | +32.7% | -0.2% | +32.8% | +31.3% |
| YTD | +19.2% | +19.6% | -0.4% | +7.4% |
| 1Y | +2.4% | +28.4% | -26.0% | -11.5% |
| 3Y | -25.6% | +76.2% | -101.8% | -46.2% |
| 5Y | -53.4% | +111.1% | -164.5% | -69.9% |
| 10Y | +23.2% | +224.3% | -201.1% | -36.3% |
| All | +3,621.3% | +1,269.4% | +2,351.9% | +1,134.5% |
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