+12.0%
GEHC vs NVS
+73.5%
-61.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -13.9% | +10.9% | +2.2% |
| 7D | -5.2% | -14.6% | +9.4% | +0.3% |
| 30D | -7.0% | -11.9% | +5.0% | -2.9% |
| 3M | +3.3% | -6.0% | +9.3% | +4.8% |
| 6M | -10.0% | -11.4% | +1.4% | -6.6% |
| YTD | -18.5% | +2.9% | -21.4% | -19.5% |
| 1Y | -14.4% | +10.2% | -24.6% | -17.5% |
| 3Y | +3.4% | +55.3% | -51.9% | -8.5% |
| All | +12.0% | +73.5% | -61.5% | -1.3% |
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