+3,341.8%
V vs NVS
+622.6%
+2,719.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.9% | -1.3% | +2.2% | +1.6% |
| 30D | +9.0% | +9.3% | -0.3% | +3.9% |
| 3M | +16.7% | +5.8% | +10.9% | +11.9% |
| 6M | +33.4% | +7.2% | +26.2% | +26.3% |
| YTD | +22.4% | +20.0% | +2.4% | +7.9% |
| 1Y | +27.7% | +25.4% | +2.3% | +9.7% |
| 3Y | +78.0% | +89.2% | -11.2% | +17.7% |
| 5Y | +108.5% | +134.6% | -26.1% | +18.7% |
| 10Y | +459.0% | +251.4% | +207.7% | +148.1% |
| All | +3,341.8% | +622.6% | +2,719.2% | +843.3% |
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