+337.5%
AMD vs NVS
+113.6%
+223.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +4.9% |
| 7D | +2.6% | +4.0% | -1.4% | +2.0% |
| 30D | -0.9% | +3.6% | -4.5% | -1.5% |
| 3M | -8.7% | +7.8% | -16.5% | -10.2% |
| 6M | +136.3% | -0.2% | +136.5% | +135.8% |
| YTD | +123.0% | +19.6% | +103.4% | +114.8% |
| 1Y | +195.2% | +28.4% | +166.8% | +180.0% |
| 3Y | +336.3% | +76.2% | +260.1% | +280.5% |
| All | +337.5% | +113.6% | +223.9% | +239.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling