+155.2%
W vs NVS
+179.5%
-24.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.3% |
| 7D | -0.9% | -14.3% | +13.4% | +8.2% |
| 30D | -4.2% | -10.0% | +5.7% | +0.6% |
| 3M | +26.9% | -10.9% | +37.8% | +33.3% |
| 6M | +31.2% | -12.0% | +43.2% | +39.1% |
| YTD | -1.8% | +2.5% | -4.3% | -7.5% |
| 1Y | +9.3% | +10.7% | -1.4% | -3.8% |
| 3Y | +33.2% | +53.3% | -20.1% | -14.3% |
| 5Y | -62.4% | +93.6% | -156.0% | -81.4% |
| All | +155.2% | +179.5% | -24.3% | +13.9% |
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 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