+2,770.9%
AVGO vs NVS
+179.5%
+2,591.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +1.1% | -14.3% | +15.4% | +5.6% |
| 30D | -13.0% | -10.0% | -3.0% | -10.9% |
| 3M | -6.0% | -10.9% | +4.9% | -3.8% |
| 6M | +6.4% | -12.0% | +18.3% | +9.0% |
| YTD | +5.0% | +2.5% | +2.5% | +0.8% |
| 1Y | +1.4% | +10.7% | -9.3% | -6.2% |
| 3Y | +336.8% | +53.3% | +283.5% | +232.7% |
| 5Y | +698.2% | +93.6% | +604.6% | +410.5% |
| All | +2,770.9% | +179.5% | +2,591.4% | +1,497.5% |
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