-68.9%
U vs NVS
+92.5%
-161.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | 0.0% | -15.7% | +15.7% | +2.9% |
| 30D | -4.1% | -11.1% | +7.0% | -2.5% |
| 3M | +57.8% | -7.2% | +65.0% | +58.2% |
| 6M | +103.5% | -12.3% | +115.9% | +107.0% |
| YTD | -4.8% | +2.8% | -7.5% | -8.5% |
| 1Y | -2.4% | +11.9% | -14.3% | -9.4% |
| 3Y | +11.7% | +55.1% | -43.4% | -12.8% |
| 5Y | -68.9% | +94.1% | -162.9% | -78.8% |
| All | -68.9% | +92.5% | -161.3% | -78.8% |
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