+46.1%
ASML vs NVS
+37.6%
+8.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -3.8% |
| 7D | -10.0% | +5.7% | -15.7% | -10.3% |
| 30D | -19.4% | +17.1% | -36.5% | -20.5% |
| 3M | -12.5% | +7.6% | -20.1% | -13.8% |
| 6M | +8.2% | +14.1% | -5.9% | +1.7% |
| YTD | +40.7% | +23.3% | +17.4% | +33.8% |
| 1Y | +46.1% | +36.0% | +10.2% | +33.8% |
| All | +46.1% | +37.6% | +8.5% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling