+61.4%
AMAT vs NVS
+37.6%
+23.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -3.1% |
| 7D | -11.2% | +5.7% | -16.9% | -11.0% |
| 30D | -31.9% | +17.1% | -48.9% | -31.6% |
| 3M | -32.3% | +7.6% | -40.0% | -32.6% |
| 6M | -5.4% | +14.1% | -19.5% | -9.2% |
| YTD | +44.3% | +23.3% | +20.9% | +34.8% |
| 1Y | +61.4% | +36.0% | +25.4% | +40.4% |
| All | +61.4% | +37.6% | +23.7% | +40.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling