+695.6%
AVGO vs NVS
+92.5%
+603.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +1.0% | -15.7% | +16.7% | +0.7% |
| 30D | -13.3% | -11.1% | -2.2% | -13.5% |
| 3M | -2.9% | -7.2% | +4.3% | -3.3% |
| 6M | +5.7% | -12.3% | +18.0% | +5.6% |
| YTD | +4.6% | +2.8% | +1.9% | +3.5% |
| 1Y | -1.6% | +11.9% | -13.6% | -3.4% |
| 3Y | +336.2% | +55.1% | +281.2% | +300.6% |
| 5Y | +695.6% | +94.1% | +601.6% | +555.9% |
| All | +695.6% | +92.5% | +603.2% | +555.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling