-9.3%
T vs NVS
+11.1%
-20.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -2.4% | -15.7% | +13.3% | -1.8% |
| 30D | +4.3% | -11.1% | +15.4% | +4.8% |
| 3M | +11.6% | -7.2% | +18.7% | +11.9% |
| 6M | -5.6% | -12.3% | +6.7% | -5.5% |
| YTD | +6.6% | +2.8% | +3.8% | +7.0% |
| All | -9.3% | +11.1% | -20.4% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling