+694.1%
GE vs NVS
+1,078.6%
-384.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.9% | +13.3% | +5.7% |
| 7D | +1.2% | -14.6% | +15.8% | +7.9% |
| 30D | -9.5% | -11.9% | +2.4% | -5.1% |
| 3M | +4.1% | -6.0% | +10.1% | +5.7% |
| 6M | +3.9% | -11.4% | +15.3% | +8.6% |
| YTD | +9.0% | +2.9% | +6.1% | +6.3% |
| 1Y | +21.9% | +10.2% | +11.7% | +14.8% |
| 3Y | +281.8% | +55.3% | +226.5% | +201.1% |
| 5Y | +436.7% | +89.6% | +347.1% | +282.3% |
| 10Y | +151.5% | +176.1% | -24.5% | +49.8% |
| All | +694.1% | +1,078.6% | -384.5% | +173.4% |
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