+7,716.4%
TPR vs NVS
+951.3%
+6,765.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.0% |
| 7D | -2.3% | +4.0% | -6.3% | -4.5% |
| 30D | -23.0% | +3.6% | -26.6% | -24.5% |
| 3M | -12.5% | +7.8% | -20.3% | -16.3% |
| 6M | -21.4% | -0.2% | -21.3% | -21.5% |
| YTD | -3.5% | +19.6% | -23.1% | -12.5% |
| 1Y | +17.4% | +28.4% | -11.0% | +2.1% |
| 3Y | +291.3% | +76.2% | +215.1% | +178.7% |
| 5Y | +241.9% | +111.1% | +130.8% | +116.3% |
| 10Y | +322.7% | +224.3% | +98.4% | +110.8% |
| All | +7,716.4% | +951.3% | +6,765.1% | +1,941.0% |
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