+151.4%
ADBE vs NVS
+179.5%
-28.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -5.4% | -14.3% | +8.9% | +1.1% |
| 30D | -2.5% | -10.0% | +7.4% | +1.5% |
| 3M | +15.3% | -10.9% | +26.2% | +20.5% |
| 6M | -7.8% | -12.0% | +4.1% | -3.6% |
| YTD | -27.9% | +2.5% | -30.4% | -30.7% |
| 1Y | -28.0% | +10.7% | -38.7% | -33.8% |
| 3Y | -55.3% | +53.3% | -108.6% | -67.0% |
| 5Y | -61.7% | +93.6% | -155.3% | -76.5% |
| All | +151.4% | +179.5% | -28.1% | +36.6% |
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 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