+214.0%
AMAT vs NVS
+80.7%
+133.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.6% |
| 7D | -1.5% | +4.0% | -5.5% | -2.1% |
| 30D | -14.8% | +3.6% | -18.4% | -15.3% |
| 3M | -9.3% | +7.8% | -17.1% | -10.8% |
| 6M | +27.4% | -0.2% | +27.6% | +27.2% |
| YTD | +77.6% | +19.6% | +58.0% | +72.2% |
| 1Y | +188.9% | +28.4% | +160.6% | +177.3% |
| All | +214.0% | +80.7% | +133.4% | +196.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling