+13,245.4%
GOOG vs NVS
+591.6%
+12,653.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.5% | -15.7% | +13.2% | +4.3% |
| 30D | -3.6% | -11.1% | +7.5% | +0.5% |
| 3M | -6.4% | -7.2% | +0.8% | -4.9% |
| 6M | +7.8% | -12.3% | +20.1% | +12.5% |
| YTD | +5.5% | +2.8% | +2.7% | +2.1% |
| 1Y | +38.3% | +11.9% | +26.3% | +28.2% |
| 3Y | +143.1% | +55.1% | +88.0% | +87.8% |
| 5Y | +135.0% | +94.1% | +40.9% | +58.5% |
| 10Y | +778.1% | +181.2% | +596.9% | +383.4% |
| All | +13,245.4% | +591.6% | +12,653.8% | +4,629.4% |
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