+307.1%
TPR vs NVS
+180.2%
+126.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -5.1% | -15.7% | +10.6% | +2.8% |
| 30D | -27.6% | -11.1% | -16.5% | -23.7% |
| 3M | -17.5% | -7.2% | -10.3% | -15.3% |
| 6M | -21.3% | -12.3% | -9.0% | -16.7% |
| YTD | -8.5% | +2.8% | -11.2% | -10.5% |
| 1Y | +11.5% | +11.9% | -0.5% | +4.0% |
| 3Y | +288.0% | +55.1% | +233.0% | +193.0% |
| 5Y | +225.2% | +94.1% | +131.1% | +106.2% |
| All | +307.1% | +180.2% | +126.9% | +136.3% |
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