+147.5%
GE vs NVS
+179.5%
-32.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | 0.0% |
| 7D | -4.0% | -14.3% | +10.3% | +2.5% |
| 30D | -11.4% | -10.0% | -1.5% | -8.0% |
| 3M | -2.6% | -10.9% | +8.3% | +1.4% |
| 6M | -0.3% | -12.0% | +11.6% | +4.5% |
| YTD | +5.4% | +2.5% | +2.8% | +2.4% |
| 1Y | +15.5% | +10.7% | +4.9% | +7.8% |
| 3Y | +260.8% | +53.3% | +207.5% | +176.8% |
| 5Y | +421.6% | +93.6% | +328.0% | +243.5% |
| All | +147.5% | +179.5% | -32.1% | +52.2% |
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