+8,433.2%
TPR vs NVS
+953.5%
+7,479.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.7% |
| 7D | +6.4% | -2.8% | +9.2% | +7.9% |
| 30D | +13.8% | +11.5% | +2.3% | +7.4% |
| 3M | -16.6% | +3.7% | -20.3% | -19.0% |
| 6M | +0.7% | +10.4% | -9.7% | -5.6% |
| YTD | +5.3% | +19.8% | -14.5% | -5.3% |
| 1Y | +32.4% | +26.6% | +5.8% | +15.5% |
| 3Y | +406.4% | +90.1% | +316.3% | +243.6% |
| 5Y | +227.9% | +133.4% | +94.6% | +94.6% |
| 10Y | +371.7% | +251.0% | +120.8% | +124.0% |
| All | +8,433.2% | +953.5% | +7,479.7% | +2,109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling