-8.9%
TOST vs NVS
+33.1%
-42.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +4.0% | +1.3% | +2.7% | +3.8% |
| 30D | +11.1% | +13.9% | -2.8% | +8.9% |
| 3M | +0.8% | +4.7% | -3.9% | -0.3% |
| 6M | +38.8% | +12.1% | +26.7% | +35.7% |
| YTD | -2.1% | +22.3% | -24.4% | -13.0% |
| All | -8.9% | +33.1% | -42.1% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling