-39.0%
U vs NVS
+118.4%
-157.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -3.8% | +4.0% | -7.8% | -4.7% |
| 30D | +17.5% | +3.6% | +13.9% | +16.4% |
| 3M | +38.7% | +7.8% | +30.9% | +35.7% |
| 6M | +104.4% | -0.2% | +104.6% | +103.9% |
| YTD | -5.7% | +19.6% | -25.3% | -11.6% |
| 1Y | +3.7% | +28.4% | -24.7% | -5.5% |
| 3Y | +12.3% | +76.2% | -63.9% | -12.2% |
| 5Y | -68.8% | +111.1% | -179.9% | -78.6% |
| All | -39.0% | +118.4% | -157.5% | -60.9% |
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