+6.1%
CMCSA vs NVS
+179.5%
-173.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -4.9% | -14.3% | +9.4% | +0.6% |
| 30D | -1.1% | -10.0% | +8.9% | +2.3% |
| 3M | +6.6% | -10.9% | +17.5% | +10.5% |
| 6M | -15.5% | -12.0% | -3.5% | -12.0% |
| YTD | -6.7% | +2.5% | -9.2% | -9.2% |
| 1Y | -15.6% | +10.7% | -26.3% | -20.7% |
| 3Y | -33.7% | +53.3% | -87.0% | -47.2% |
| 5Y | -46.6% | +93.6% | -140.2% | -62.9% |
| All | +6.1% | +179.5% | -173.4% | -32.7% |
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 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