-22.7%
U vs NVS
+119.1%
-141.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.1% | +5.2% |
| 7D | +2.6% | -1.3% | +3.8% | +2.8% |
| 30D | +27.6% | +9.3% | +18.3% | +25.5% |
| 3M | +15.3% | +5.8% | +9.5% | +13.4% |
| 6M | +96.4% | +7.2% | +89.2% | +91.7% |
| YTD | +19.6% | +20.0% | -0.4% | +11.7% |
| 1Y | +42.1% | +25.4% | +16.7% | +30.6% |
| 3Y | +87.5% | +89.2% | -1.7% | +40.9% |
| 5Y | -73.1% | +134.6% | -207.8% | -82.2% |
| All | -22.7% | +119.1% | -141.9% | -50.6% |
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 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