+13,503.3%
GOOGL vs NVS
+592.7%
+12,910.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -13.9% | +13.9% | +6.0% |
| 7D | +1.1% | -14.6% | +15.7% | +7.6% |
| 30D | -4.4% | -11.9% | +7.5% | +0.1% |
| 3M | -6.8% | -6.0% | -0.9% | -5.8% |
| 6M | +13.6% | -11.4% | +25.0% | +18.0% |
| YTD | +8.3% | +2.9% | +5.4% | +4.7% |
| 1Y | +44.9% | +10.2% | +34.7% | +35.3% |
| 3Y | +150.5% | +55.3% | +95.1% | +93.0% |
| 5Y | +137.7% | +89.6% | +48.1% | +61.9% |
| 10Y | +750.9% | +176.1% | +574.9% | +371.8% |
| All | +13,503.3% | +592.7% | +12,910.6% | +4,706.1% |
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