+293.7%
TPR vs NVS
+55.0%
+238.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.9% | +10.2% | -0.3% |
| 7D | -3.4% | -14.6% | +11.2% | +0.2% |
| 30D | -27.3% | -11.9% | -15.4% | -25.2% |
| 3M | -16.2% | -6.0% | -10.3% | -15.1% |
| 6M | -17.9% | -11.4% | -6.5% | -16.0% |
| YTD | -7.1% | +2.9% | -10.0% | -6.1% |
| 1Y | +13.6% | +10.2% | +3.4% | +14.3% |
| 3Y | +293.7% | +55.3% | +238.4% | +287.5% |
| All | +293.7% | +55.0% | +238.8% | +287.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling