+789.4%
T vs NVS
+1,269.4%
-480.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | -1.3% | +4.0% | -5.3% | -2.7% |
| 30D | +11.4% | +3.6% | +7.8% | +9.9% |
| 3M | +14.3% | +7.8% | +6.5% | +11.0% |
| 6M | -9.3% | -0.2% | -9.1% | -9.7% |
| YTD | +7.1% | +19.6% | -12.5% | -0.1% |
| 1Y | -9.1% | +28.4% | -37.5% | -17.5% |
| 3Y | +105.3% | +76.2% | +29.1% | +65.1% |
| 5Y | +66.8% | +111.1% | -44.3% | +24.8% |
| 10Y | +66.8% | +224.3% | -157.5% | +6.5% |
| All | +789.4% | +1,269.4% | -480.0% | +309.0% |
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