+145.2%
GOOGL vs NVS
+54.6%
+90.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.8% | -15.7% | +12.9% | -2.4% |
| 30D | -3.2% | -11.1% | +7.9% | -2.9% |
| 3M | -6.6% | -7.2% | +0.6% | -6.7% |
| 6M | +8.5% | -12.3% | +20.8% | +8.3% |
| YTD | +6.5% | +2.8% | +3.7% | +6.5% |
| 1Y | +39.4% | +11.9% | +27.5% | +39.7% |
| All | +145.2% | +54.6% | +90.6% | +155.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling