+1,802.9%
TER vs NVS
+180.2%
+1,622.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | +9.4% | -15.7% | +25.1% | +17.4% |
| 30D | -2.4% | -11.1% | +8.6% | +1.2% |
| 3M | +6.5% | -7.2% | +13.7% | +6.9% |
| 6M | +23.2% | -12.3% | +35.5% | +28.0% |
| YTD | +91.5% | +2.8% | +88.7% | +81.9% |
| 1Y | +214.8% | +11.9% | +202.9% | +184.7% |
| 3Y | +275.3% | +55.1% | +220.3% | +172.7% |
| 5Y | +211.9% | +94.1% | +117.9% | +88.5% |
| All | +1,802.9% | +180.2% | +1,622.8% | +905.5% |
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