-56.8%
W vs NVS
+133.6%
-190.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -1.7% | -1.0% | -0.6% | -1.4% |
| 30D | +3.2% | +12.5% | -9.3% | +0.1% |
| 3M | +8.3% | +5.2% | +3.1% | +6.2% |
| 6M | +84.3% | +8.2% | +76.1% | +78.6% |
| YTD | +11.0% | +19.8% | -8.7% | +3.6% |
| 1Y | -0.2% | +24.8% | -25.0% | -8.3% |
| 3Y | +157.9% | +90.0% | +67.9% | +88.2% |
| 5Y | -56.8% | +134.3% | -191.0% | -70.7% |
| All | -56.8% | +133.6% | -190.4% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling