+3,297.7%
V vs NVS
+621.5%
+2,676.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | -0.4% | -1.0% | +0.7% | +0.2% |
| 30D | +6.3% | +12.5% | -6.2% | -0.2% |
| 3M | +17.2% | +5.2% | +12.0% | +12.6% |
| 6M | +29.2% | +8.2% | +21.1% | +21.8% |
| YTD | +20.8% | +19.8% | +1.0% | +6.7% |
| 1Y | +25.0% | +24.8% | +0.2% | +7.7% |
| 3Y | +75.3% | +90.0% | -14.7% | +15.6% |
| 5Y | +105.8% | +134.3% | -28.4% | +17.3% |
| 10Y | +451.9% | +250.8% | +201.1% | +145.1% |
| All | +3,297.7% | +621.5% | +2,676.2% | +832.1% |
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