+454.2%
GSK vs NVS
+1,078.6%
-624.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.9% | +11.2% | +5.4% |
| 7D | -4.2% | -14.6% | +10.4% | +4.3% |
| 30D | -7.5% | -11.9% | +4.4% | -1.3% |
| 3M | -3.3% | -6.0% | +2.7% | -0.6% |
| 6M | -9.3% | -11.4% | +2.1% | -3.5% |
| YTD | +1.6% | +2.9% | -1.3% | -0.7% |
| 1Y | +25.5% | +10.2% | +15.3% | +17.7% |
| 3Y | +49.3% | +55.3% | -6.1% | +14.7% |
| 5Y | +46.7% | +89.6% | -43.0% | 0.0% |
| 10Y | +76.8% | +176.1% | -99.2% | -3.6% |
| All | +454.2% | +1,078.6% | -624.4% | +35.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling