+14,028.3%
EBAY vs NVS
+780.7%
+13,247.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -3.0% | -15.4% | +12.4% | +3.9% |
| 30D | -3.6% | -12.3% | +8.7% | +1.4% |
| 3M | -4.4% | -7.8% | +3.4% | -1.9% |
| 6M | +12.1% | -13.0% | +25.0% | +17.8% |
| YTD | +19.9% | +2.8% | +17.2% | +16.2% |
| 1Y | +13.4% | +10.6% | +2.7% | +5.6% |
| 3Y | +150.5% | +55.1% | +95.4% | +95.8% |
| 5Y | +54.8% | +91.7% | -36.8% | +8.0% |
| 10Y | +268.1% | +181.2% | +86.8% | +108.9% |
| All | +14,028.3% | +780.7% | +13,247.6% | +4,947.0% |
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