+4,521.4%
DELL vs NVS
+170.7%
+4,350.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -1.9% | -15.7% | +13.8% | +3.5% |
| 30D | +14.9% | -11.1% | +26.0% | +18.3% |
| 3M | +37.2% | -7.2% | +44.4% | +38.1% |
| 6M | +254.0% | -12.3% | +266.3% | +263.8% |
| YTD | +306.1% | +2.8% | +303.4% | +289.8% |
| 1Y | +312.3% | +11.9% | +300.3% | +280.1% |
| 3Y | +654.0% | +55.1% | +599.0% | +479.2% |
| 5Y | +1,055.3% | +94.1% | +961.3% | +664.7% |
| 10Y | +3,948.9% | +181.2% | +3,767.7% | +2,299.1% |
| All | +4,521.4% | +170.7% | +4,350.8% | +2,739.0% |
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