+140.1%
GOOGL vs NVS
+92.9%
+47.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | 0.0% | -14.3% | +14.3% | +1.6% |
| 30D | -1.4% | -10.0% | +8.5% | -0.4% |
| 3M | -5.3% | -10.9% | +5.6% | -4.4% |
| 6M | +9.8% | -12.0% | +21.8% | +10.8% |
| YTD | +8.4% | +2.5% | +5.8% | +7.3% |
| 1Y | +41.2% | +10.7% | +30.5% | +38.4% |
| 3Y | +149.6% | +53.3% | +96.3% | +131.3% |
| All | +140.1% | +92.9% | +47.2% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling