+48.2%
GSK vs NVS
+92.5%
-44.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -5.4% | -15.7% | +10.3% | +5.1% |
| 30D | -4.6% | -11.1% | +6.5% | +1.9% |
| 3M | -5.1% | -7.2% | +2.1% | -1.7% |
| 6M | -11.4% | -12.3% | +0.9% | -4.5% |
| YTD | +0.7% | +2.8% | -2.0% | -2.5% |
| 1Y | +23.0% | +11.9% | +11.1% | +12.2% |
| 3Y | +48.0% | +55.1% | -7.1% | +9.3% |
| 5Y | +48.2% | +94.1% | -45.8% | -6.0% |
| All | +48.2% | +92.5% | -44.3% | -6.0% |
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