+31,776.8%
AVGO vs NVS
+531.5%
+31,245.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | +1.1% | -14.3% | +15.4% | +7.5% |
| 30D | -13.0% | -10.0% | -3.0% | -10.0% |
| 3M | -6.0% | -10.9% | +4.9% | -2.9% |
| 6M | +6.4% | -12.0% | +18.3% | +9.9% |
| YTD | +5.0% | +2.5% | +2.5% | -0.1% |
| 1Y | +1.4% | +10.7% | -9.3% | -7.9% |
| 3Y | +336.8% | +53.3% | +283.5% | +216.2% |
| 5Y | +698.2% | +93.6% | +604.6% | +382.3% |
| 10Y | +2,837.0% | +180.6% | +2,656.5% | +1,279.0% |
| All | +31,776.8% | +531.5% | +31,245.3% | +7,282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling