+5,662.5%
WELL vs NVS
+1,074.0%
+4,588.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.2% | -14.3% | +14.0% | +4.4% |
| 30D | +2.3% | -10.0% | +12.3% | +5.3% |
| 3M | +12.3% | -10.9% | +23.2% | +15.8% |
| 6M | +15.6% | -12.0% | +27.5% | +19.6% |
| YTD | +28.3% | +2.5% | +25.8% | +26.1% |
| 1Y | +41.9% | +10.7% | +31.2% | +35.7% |
| 3Y | +198.3% | +53.3% | +145.0% | +153.7% |
| 5Y | +206.4% | +93.6% | +112.8% | +139.5% |
| 10Y | +356.0% | +180.6% | +175.4% | +220.2% |
| All | +5,662.5% | +1,074.0% | +4,588.5% | +3,015.8% |
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