-62.3%
W vs NVS
+89.9%
-152.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +5.9% | -15.4% | +21.3% | +10.5% |
| 30D | -3.0% | -12.3% | +9.3% | 0.0% |
| 3M | +40.3% | -7.8% | +48.1% | +42.0% |
| 6M | +32.2% | -13.0% | +45.2% | +36.4% |
| YTD | -0.3% | +2.8% | -3.0% | -3.0% |
| 1Y | +16.2% | +10.6% | +5.5% | +9.5% |
| 3Y | +40.7% | +55.1% | -14.3% | +10.9% |
| 5Y | -62.3% | +91.7% | -154.0% | -74.6% |
| All | -62.3% | +89.9% | -152.3% | -74.6% |
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