+383.3%
TPR vs NVS
+256.0%
+127.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | +12.1% | +2.5% | +9.6% | +10.6% |
| 30D | +16.7% | +13.6% | +3.1% | +9.5% |
| 3M | -17.4% | +4.1% | -21.5% | -19.7% |
| 6M | +2.3% | +11.8% | -9.5% | -4.5% |
| YTD | +7.1% | +22.0% | -14.9% | -4.0% |
| 1Y | +29.5% | +32.3% | -2.8% | +11.2% |
| 3Y | +415.0% | +93.6% | +321.5% | +245.3% |
| 5Y | +261.5% | +136.7% | +124.8% | +105.3% |
| 10Y | +383.3% | +254.6% | +128.7% | +149.3% |
| All | +383.3% | +256.0% | +127.3% | +149.3% |
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