+3.6%
GOOG vs NVS
+37.6%
-34.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.3% | +3.1% |
| 7D | -10.7% | +5.7% | -16.4% | -11.0% |
| 30D | -16.4% | +17.1% | -33.5% | -17.6% |
| 3M | -23.4% | +7.6% | -31.0% | -24.0% |
| 6M | -24.2% | +14.1% | -38.3% | -27.0% |
| YTD | -8.3% | +23.3% | -31.6% | -13.1% |
| 1Y | +3.6% | +36.0% | -32.4% | -4.9% |
| All | +3.6% | +37.6% | -34.0% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling