+69.5%
T vs NVS
+92.9%
-23.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +1.5% | -14.3% | +15.7% | +5.1% |
| 30D | +7.5% | -10.0% | +17.4% | +9.7% |
| 3M | +14.8% | -10.9% | +25.7% | +17.4% |
| 6M | -1.7% | -12.0% | +10.2% | +0.7% |
| YTD | +8.7% | +2.5% | +6.2% | +6.0% |
| 1Y | -7.5% | +10.7% | -18.1% | -12.3% |
| 3Y | +110.2% | +53.3% | +56.9% | +76.1% |
| All | +69.5% | +92.9% | -23.4% | +21.7% |
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 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