+26,974.9%
GILD vs NVS
+1,074.0%
+25,900.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.6% |
| 7D | -4.8% | -14.3% | +9.4% | +2.4% |
| 30D | +5.8% | -10.0% | +15.7% | +10.9% |
| 3M | +14.9% | -10.9% | +25.8% | +20.9% |
| 6M | -0.4% | -12.0% | +11.6% | +5.4% |
| YTD | +18.5% | +2.5% | +16.0% | +15.9% |
| 1Y | +25.1% | +10.7% | +14.4% | +17.3% |
| 3Y | +105.9% | +53.3% | +52.6% | +61.2% |
| 5Y | +143.0% | +93.6% | +49.4% | +66.6% |
| 10Y | +162.4% | +180.6% | -18.2% | +44.4% |
| All | +26,974.9% | +1,074.0% | +25,900.9% | +7,065.5% |
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