+14,373.6%
AMAT vs NVS
+1,301.1%
+13,072.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.7% | +10.7% | +11.0% |
| 7D | -1.1% | +1.3% | -2.4% | -1.7% |
| 30D | -26.9% | +13.9% | -40.8% | -31.6% |
| 3M | -31.2% | +4.7% | -35.9% | -34.1% |
| 6M | -14.7% | +12.1% | -26.8% | -21.7% |
| YTD | +44.7% | +22.3% | +22.4% | +26.9% |
| 1Y | +62.0% | +33.5% | +28.5% | +35.7% |
| 3Y | +165.0% | +94.7% | +70.2% | +77.0% |
| 5Y | +147.1% | +137.6% | +9.5% | +45.4% |
| 10Y | +1,315.3% | +254.5% | +1,060.8% | +587.8% |
| All | +14,373.6% | +1,301.1% | +13,072.5% | +4,246.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling