+52.5%
V vs NVS
+55.0%
-2.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -13.9% | +12.2% | +1.3% |
| 7D | -1.1% | -14.6% | +13.5% | +2.1% |
| 30D | +1.9% | -11.9% | +13.8% | +4.3% |
| 3M | +15.5% | -6.0% | +21.5% | +16.2% |
| 6M | +16.6% | -11.4% | +28.0% | +19.2% |
| YTD | +5.7% | +2.9% | +2.8% | +3.2% |
| 1Y | +8.6% | +10.2% | -1.7% | +3.7% |
| 3Y | +52.5% | +55.3% | -2.8% | +32.6% |
| All | +52.5% | +55.0% | -2.5% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling