+1,447.3%
CMCSA vs NVS
+1,076.7%
+370.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.2% | -6.4% | -6.5% |
| 7D | -8.3% | -15.4% | +7.1% | -1.7% |
| 30D | -2.4% | -12.3% | +9.9% | +2.7% |
| 3M | +4.5% | -7.8% | +12.3% | +7.2% |
| 6M | -18.8% | -13.0% | -5.8% | -14.6% |
| YTD | -8.9% | +2.8% | -11.7% | -11.5% |
| 1Y | -18.3% | +10.6% | -28.9% | -23.4% |
| 3Y | -35.0% | +55.1% | -90.0% | -48.9% |
| 5Y | -48.2% | +91.7% | -139.8% | -63.6% |
| 10Y | +4.6% | +181.2% | -176.7% | -39.9% |
| All | +1,447.3% | +1,076.7% | +370.6% | +401.9% |
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 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