+4,587.8%
AMD vs NVS
+1,269.4%
+3,318.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.9% | +6.6% | +5.6% |
| 7D | +2.6% | +4.0% | -1.4% | +0.3% |
| 30D | -0.9% | +3.6% | -4.5% | -3.2% |
| 3M | -8.7% | +7.8% | -16.5% | -13.4% |
| 6M | +136.3% | -0.2% | +136.5% | +132.9% |
| YTD | +123.0% | +19.6% | +103.4% | +99.5% |
| 1Y | +195.2% | +28.4% | +166.8% | +153.0% |
| 3Y | +336.3% | +76.2% | +260.1% | +207.6% |
| 5Y | +334.5% | +111.1% | +223.4% | +172.5% |
| 10Y | +6,259.1% | +224.3% | +6,034.9% | +3,093.3% |
| All | +4,587.8% | +1,269.4% | +3,318.4% | +1,317.7% |
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 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