+676.8%
T vs NVS
+1,273.7%
-596.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +2.5% | -1.3% | +3.8% | +3.0% |
| 30D | -3.8% | +9.3% | -13.0% | -6.6% |
| 3M | -8.7% | +5.8% | -14.5% | -11.0% |
| 6M | -8.1% | +7.2% | -15.3% | -11.1% |
| YTD | -6.4% | +20.0% | -26.4% | -13.3% |
| 1Y | -9.8% | +25.4% | -35.1% | -17.7% |
| 3Y | +65.5% | +89.2% | -23.7% | +29.2% |
| 5Y | +57.0% | +134.6% | -77.7% | +12.6% |
| 10Y | +60.8% | +251.4% | -190.6% | -0.4% |
| All | +676.8% | +1,273.7% | -596.9% | +255.1% |
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