+142.4%
GILD vs NVS
+92.9%
+49.5%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.6% |
| 7D | -4.8% | -14.3% | +9.4% | +1.7% |
| 30D | +5.8% | -10.0% | +15.7% | +10.3% |
| 3M | +14.9% | -10.9% | +25.8% | +20.3% |
| 6M | -0.4% | -12.0% | +11.6% | +4.8% |
| YTD | +18.5% | +2.5% | +16.0% | +16.1% |
| 1Y | +25.1% | +10.7% | +14.4% | +18.0% |
| 3Y | +105.9% | +53.3% | +52.6% | +66.1% |
| All | +142.4% | +92.9% | +49.5% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling