+374.9%
V vs NVS
+180.2%
+194.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.0% | -15.7% | +12.7% | +4.6% |
| 30D | +1.2% | -11.1% | +12.3% | +6.0% |
| 3M | +13.9% | -7.2% | +21.1% | +16.3% |
| 6M | +17.2% | -12.3% | +29.6% | +23.0% |
| YTD | +5.3% | +2.8% | +2.6% | +1.0% |
| 1Y | +9.5% | +11.9% | -2.5% | 0.0% |
| 3Y | +51.9% | +55.1% | -3.1% | +12.7% |
| 5Y | +69.6% | +94.1% | -24.5% | +6.6% |
| All | +374.9% | +180.2% | +194.8% | +155.8% |
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 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