+5,899.3%
WELL vs NVS
+1,273.7%
+4,625.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.5% |
| 30D | +5.7% | +9.3% | -3.6% | +2.6% |
| 3M | +4.6% | +5.8% | -1.2% | +2.0% |
| 6M | +11.9% | +7.2% | +4.7% | +8.4% |
| YTD | +33.6% | +20.0% | +13.6% | +24.6% |
| 1Y | +29.8% | +25.4% | +4.4% | +19.1% |
| 3Y | +202.2% | +89.2% | +112.9% | +139.6% |
| 5Y | +223.2% | +134.6% | +88.6% | +137.0% |
| 10Y | +461.7% | +251.4% | +210.3% | +267.5% |
| All | +5,899.3% | +1,273.7% | +4,625.5% | +2,977.5% |
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