+153.3%
AMAT vs NVS
+90.8%
+62.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +11.4% | -1.3% | +12.6% | +11.4% |
| 30D | -17.0% | +9.3% | -26.3% | -17.4% |
| 3M | -30.6% | +5.8% | -36.4% | -31.2% |
| 6M | -14.9% | +7.2% | -22.1% | -16.1% |
| YTD | +44.7% | +20.0% | +24.7% | +40.4% |
| 1Y | +66.9% | +25.4% | +41.5% | +60.6% |
| 3Y | +153.3% | +89.2% | +64.1% | +142.3% |
| All | +153.3% | +90.8% | +62.5% | +142.3% |
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 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