+755.6%
GOOGL vs NVS
+179.5%
+576.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | 0.0% | -14.3% | +14.3% | +5.0% |
| 30D | -1.4% | -10.0% | +8.5% | +1.5% |
| 3M | -5.3% | -10.9% | +5.6% | -2.6% |
| 6M | +9.8% | -12.0% | +21.8% | +13.4% |
| YTD | +8.4% | +2.5% | +5.8% | +5.2% |
| 1Y | +41.2% | +10.7% | +30.5% | +32.7% |
| 3Y | +149.6% | +53.3% | +96.3% | +98.2% |
| 5Y | +142.6% | +93.6% | +49.0% | +65.3% |
| All | +755.6% | +179.5% | +576.0% | +405.8% |
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