+210.1%
W vs NVS
+260.1%
-50.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.2% | -1.3% | +1.4% | +1.0% |
| 30D | +6.8% | +9.3% | -2.5% | +1.3% |
| 3M | +10.7% | +5.8% | +4.9% | +5.0% |
| 6M | +86.3% | +7.2% | +79.2% | +74.2% |
| YTD | +11.5% | +20.0% | -8.5% | -4.9% |
| 1Y | +5.1% | +25.4% | -20.3% | -13.3% |
| 3Y | +171.0% | +89.2% | +81.8% | +50.5% |
| 5Y | -56.6% | +134.6% | -191.2% | -81.2% |
| All | +210.1% | +260.1% | -50.0% | +20.3% |
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 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