-35.7%
U vs NVS
+87.3%
-123.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +5.5% | -14.3% | +19.8% | +8.4% |
| 30D | -1.3% | -10.0% | +8.7% | +0.2% |
| 3M | +64.6% | -10.9% | +75.5% | +67.1% |
| 6M | +119.4% | -12.0% | +131.3% | +123.1% |
| YTD | -0.5% | +2.5% | -3.0% | -4.1% |
| 1Y | +1.3% | +10.7% | -9.4% | -5.4% |
| 3Y | +15.6% | +53.3% | -37.7% | -7.8% |
| 5Y | -67.5% | +93.6% | -161.1% | -77.5% |
| All | -35.7% | +87.3% | -123.0% | -57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling