+3,847.4%
ANET vs NVS
+179.5%
+3,667.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | -14.3% | +17.3% | +7.6% |
| 30D | -5.2% | -10.0% | +4.8% | -2.9% |
| 3M | +27.6% | -10.9% | +38.5% | +30.4% |
| 6M | +44.4% | -12.0% | +56.4% | +47.8% |
| YTD | +52.3% | +2.5% | +49.8% | +46.1% |
| 1Y | +30.4% | +10.7% | +19.7% | +21.1% |
| 3Y | +313.3% | +53.3% | +259.9% | +216.9% |
| 5Y | +810.0% | +93.6% | +716.4% | +483.3% |
| All | +3,847.4% | +179.5% | +3,667.9% | +2,071.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling