+780.7%
GOOG vs NVS
+179.5%
+601.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.8% | +1.6% |
| 7D | 0.0% | -14.3% | +14.3% | +5.0% |
| 30D | -2.0% | -10.0% | +8.0% | +0.9% |
| 3M | -5.9% | -10.9% | +5.0% | -3.2% |
| 6M | +8.9% | -12.0% | +20.9% | +12.5% |
| YTD | +7.1% | +2.5% | +4.6% | +4.0% |
| 1Y | +39.7% | +10.7% | +29.0% | +31.3% |
| 3Y | +145.8% | +53.3% | +92.5% | +95.8% |
| 5Y | +138.6% | +93.6% | +45.0% | +63.4% |
| All | +780.7% | +179.5% | +601.1% | +423.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling