+193.4%
AMAT vs NVS
+10.4%
+183.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -13.9% | +17.9% | +4.9% |
| 7D | +7.0% | -14.6% | +21.6% | +8.0% |
| 30D | -12.2% | -11.9% | -0.3% | -11.9% |
| 3M | -3.8% | -6.0% | +2.1% | -6.3% |
| 6M | +45.9% | -11.4% | +57.3% | +46.5% |
| YTD | +84.6% | +2.9% | +81.7% | +74.4% |
| 1Y | +193.4% | +10.2% | +183.1% | +171.3% |
| All | +193.4% | +10.4% | +183.0% | +171.3% |
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