+1,145.9%
DELL vs NVS
+92.9%
+1,053.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.2% | +12.2% | +12.0% |
| 7D | +8.2% | -14.3% | +22.5% | +9.9% |
| 30D | +17.1% | -10.0% | +27.0% | +18.0% |
| 3M | +45.2% | -10.9% | +56.0% | +46.0% |
| 6M | +286.8% | -12.0% | +298.7% | +289.6% |
| YTD | +354.8% | +2.5% | +352.3% | +343.6% |
| 1Y | +358.3% | +10.7% | +347.6% | +339.0% |
| 3Y | +724.9% | +53.3% | +671.6% | +614.5% |
| All | +1,145.9% | +92.9% | +1,053.0% | +863.5% |
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 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