+1,278.0%
AAPL vs NVS
+179.5%
+1,098.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | +3.8% | -14.3% | +18.1% | +10.6% |
| 30D | +9.9% | -10.0% | +19.9% | +14.3% |
| 3M | +12.5% | -10.9% | +23.4% | +17.3% |
| 6M | +27.6% | -12.0% | +39.6% | +33.6% |
| YTD | +22.6% | +2.5% | +20.0% | +18.9% |
| 1Y | +45.0% | +10.7% | +34.3% | +35.0% |
| 3Y | +87.8% | +53.3% | +34.5% | +44.3% |
| 5Y | +128.7% | +93.6% | +35.1% | +49.1% |
| All | +1,278.0% | +179.5% | +1,098.5% | +678.9% |
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