+57.8%
T vs NVS
+134.2%
-76.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +2.5% | -1.3% | +3.8% | +2.9% |
| 30D | -3.8% | +9.3% | -13.0% | -5.8% |
| 3M | -8.7% | +5.8% | -14.5% | -10.5% |
| 6M | -8.1% | +7.2% | -15.3% | -10.4% |
| YTD | -6.4% | +20.0% | -26.4% | -12.2% |
| 1Y | -9.8% | +25.4% | -35.1% | -16.6% |
| 3Y | +65.5% | +89.2% | -23.7% | +31.0% |
| All | +57.8% | +134.2% | -76.4% | +5.3% |
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