+2,926.4%
V vs NVS
+620.3%
+2,306.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.1% |
| 7D | -1.7% | +4.0% | -5.7% | -4.0% |
| 30D | +2.0% | +3.6% | -1.6% | -0.4% |
| 3M | +17.4% | +7.8% | +9.6% | +11.7% |
| 6M | +17.5% | -0.2% | +17.7% | +16.4% |
| YTD | +7.6% | +19.6% | -12.0% | -4.1% |
| 1Y | +7.7% | +28.4% | -20.7% | -8.1% |
| 3Y | +54.7% | +76.2% | -21.5% | +7.4% |
| 5Y | +73.0% | +111.1% | -38.0% | +6.0% |
| 10Y | +390.9% | +224.3% | +166.6% | +129.9% |
| All | +2,926.4% | +620.3% | +2,306.1% | +737.9% |
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