+339.7%
AVGO vs NVS
+54.6%
+285.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.2% |
| 7D | -0.8% | -15.4% | +14.6% | -3.6% |
| 30D | -13.7% | -12.3% | -1.4% | -15.5% |
| 3M | -6.9% | -7.8% | +0.9% | -8.0% |
| 6M | +5.8% | -13.0% | +18.8% | +4.0% |
| YTD | +5.7% | +2.8% | +2.9% | +6.5% |
| 1Y | +9.0% | +10.6% | -1.6% | +11.3% |
| All | +339.7% | +54.6% | +285.1% | +358.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling