-31.3%
TER vs NVS
+8.3%
-39.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.5% | -5.3% |
| 7D | +14.4% | -1.3% | +15.6% | +13.6% |
| 30D | -30.6% | +9.3% | -39.8% | -26.5% |
| 3M | -39.2% | +5.8% | -45.0% | -35.0% |
| 6M | -31.3% | +7.2% | -38.5% | -26.8% |
| All | -31.3% | +8.3% | -39.6% | -26.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling