+356.2%
TPR vs NVS
+260.1%
+96.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -0.3% | -1.3% | +1.0% | +0.3% |
| 30D | +15.1% | +9.3% | +5.8% | +10.1% |
| 3M | +3.5% | +5.8% | -2.3% | -0.3% |
| 6M | +0.4% | +7.2% | -6.7% | -4.1% |
| YTD | +4.6% | +20.0% | -15.4% | -5.5% |
| 1Y | +33.1% | +25.4% | +7.7% | +17.4% |
| 3Y | +396.0% | +89.2% | +306.8% | +235.9% |
| 5Y | +230.3% | +134.6% | +95.7% | +87.5% |
| All | +356.2% | +260.1% | +96.1% | +133.6% |
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