+252.2%
TPR vs NVS
+119.4%
+132.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.6% |
| 7D | -2.3% | +4.0% | -6.3% | -3.6% |
| 30D | -23.0% | +3.6% | -26.6% | -23.9% |
| 3M | -12.5% | +7.8% | -20.3% | -14.7% |
| 6M | -21.4% | -0.2% | -21.3% | -21.7% |
| YTD | -3.5% | +19.6% | -23.1% | -8.2% |
| 1Y | +17.4% | +28.4% | -11.0% | +9.6% |
| 3Y | +291.3% | +76.2% | +215.1% | +226.7% |
| All | +252.2% | +119.4% | +132.9% | +155.1% |
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