+494.4%
TEAM vs NVS
+179.5%
+314.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | -14.3% | +9.1% | -0.9% |
| 30D | +15.8% | -10.0% | +25.7% | +19.1% |
| 3M | +101.5% | -10.9% | +112.3% | +107.6% |
| 6M | +138.2% | -12.0% | +150.1% | +145.3% |
| YTD | +10.8% | +2.5% | +8.3% | +7.2% |
| 1Y | +1.7% | +10.7% | -9.0% | -4.8% |
| 3Y | -16.0% | +53.3% | -69.3% | -33.1% |
| 5Y | -52.7% | +93.6% | -146.3% | -67.0% |
| All | +494.4% | +179.5% | +314.9% | +258.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling