+498.2%
HCA vs NVS
+179.5%
+318.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +5.4% | -14.3% | +19.7% | +13.2% |
| 30D | +3.0% | -10.0% | +12.9% | +7.4% |
| 3M | +13.0% | -10.9% | +23.9% | +18.6% |
| 6M | -20.3% | -12.0% | -8.3% | -16.0% |
| YTD | -8.2% | +2.5% | -10.7% | -11.0% |
| 1Y | +6.7% | +10.7% | -4.0% | -1.2% |
| 3Y | +60.4% | +53.3% | +7.1% | +21.7% |
| 5Y | +73.4% | +93.6% | -20.2% | +12.6% |
| All | +498.2% | +179.5% | +318.6% | +250.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling