+240.0%
GM vs NVS
+386.1%
-146.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -1.1% | -15.7% | +14.6% | +7.1% |
| 30D | -3.4% | -11.1% | +7.7% | +1.4% |
| 3M | +8.7% | -7.2% | +15.9% | +11.2% |
| 6M | +15.4% | -12.3% | +27.8% | +21.6% |
| YTD | +6.6% | +2.8% | +3.9% | +3.1% |
| 1Y | +51.5% | +11.9% | +39.5% | +39.6% |
| 3Y | +169.3% | +55.1% | +114.3% | +102.2% |
| 5Y | +81.6% | +94.1% | -12.5% | +17.2% |
| 10Y | +240.7% | +181.2% | +59.5% | +76.0% |
| All | +240.0% | +386.1% | -146.0% | +21.1% |
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