+255.1%
TPR vs NVS
+134.2%
+120.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | +14.2% | +1.1% | +13.1% | +13.7% |
| 30D | +17.1% | +13.4% | +3.6% | +12.6% |
| 3M | -17.7% | +5.4% | -23.1% | -19.4% |
| 6M | -10.2% | +9.6% | -19.7% | -13.1% |
| YTD | +4.9% | +21.5% | -16.6% | -0.9% |
| 1Y | +36.1% | +32.3% | +3.8% | +25.8% |
| 3Y | +416.5% | +92.9% | +323.5% | +314.4% |
| All | +255.1% | +134.2% | +120.9% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling