+228.2%
TER vs NVS
+89.9%
+138.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +12.4% | -15.4% | +27.7% | +16.0% |
| 30D | +5.1% | -12.3% | +17.4% | +7.2% |
| 3M | +4.0% | -7.8% | +11.8% | +3.6% |
| 6M | +29.5% | -13.0% | +42.5% | +31.6% |
| YTD | +98.5% | +2.8% | +95.7% | +91.7% |
| 1Y | +234.1% | +10.6% | +223.5% | +215.7% |
| 3Y | +289.0% | +55.1% | +234.0% | +229.0% |
| 5Y | +228.2% | +91.7% | +136.5% | +145.2% |
| All | +228.2% | +89.9% | +138.2% | +145.2% |
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