+4,307.8%
AMD vs NVS
+1,291.3%
+3,016.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.4% | +10.7% | +10.9% |
| 7D | -11.0% | +1.1% | -12.1% | -11.4% |
| 30D | -30.5% | +13.4% | -43.9% | -34.7% |
| 3M | -8.2% | +5.4% | -13.6% | -12.3% |
| 6M | +6.6% | +9.6% | -3.0% | -1.2% |
| YTD | +109.7% | +21.5% | +88.2% | +83.6% |
| 1Y | +88.9% | +32.3% | +56.6% | +58.0% |
| 3Y | +301.8% | +92.9% | +208.9% | +166.7% |
| 5Y | +229.4% | +134.3% | +95.0% | +92.6% |
| 10Y | +6,745.1% | +272.3% | +6,472.9% | +3,065.4% |
| All | +4,307.8% | +1,291.3% | +3,016.5% | +1,204.6% |
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