+469.6%
GSK vs NVS
+1,269.4%
-799.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.8% |
| 7D | -1.8% | +4.0% | -5.8% | -4.2% |
| 30D | -2.2% | +3.6% | -5.8% | -4.3% |
| 3M | -1.8% | +7.8% | -9.6% | -6.1% |
| 6M | -10.6% | -0.2% | -10.4% | -10.5% |
| YTD | +4.4% | +19.6% | -15.2% | -5.8% |
| 1Y | +30.4% | +28.4% | +2.0% | +12.8% |
| 3Y | +60.1% | +76.2% | -16.1% | +15.1% |
| 5Y | +46.8% | +111.1% | -64.3% | -5.4% |
| 10Y | +79.2% | +224.3% | -145.0% | -10.3% |
| All | +469.6% | +1,269.4% | -799.7% | +28.8% |
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