+3,987.7%
TER vs NVS
+1,269.4%
+2,718.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.9% | +7.4% | +6.6% |
| 7D | +0.6% | +4.0% | -3.4% | -2.0% |
| 30D | -8.3% | +3.6% | -11.9% | -11.0% |
| 3M | -12.2% | +7.8% | -20.0% | -17.6% |
| 6M | +17.1% | -0.2% | +17.2% | +15.6% |
| YTD | +84.7% | +19.6% | +65.1% | +63.5% |
| 1Y | +199.9% | +28.4% | +171.6% | +154.0% |
| 3Y | +232.8% | +76.2% | +156.6% | +126.7% |
| 5Y | +198.6% | +111.1% | +87.5% | +78.4% |
| 10Y | +1,669.7% | +224.3% | +1,445.5% | +710.7% |
| All | +3,987.7% | +1,269.4% | +2,718.3% | +908.5% |
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 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