+1,729.1%
HCA vs NVS
+382.8%
+1,346.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.9% | -15.7% | +18.6% | +11.3% |
| 30D | +2.4% | -11.1% | +13.5% | +7.4% |
| 3M | +13.0% | -7.2% | +20.2% | +16.0% |
| 6M | -21.4% | -12.3% | -9.1% | -17.0% |
| YTD | -9.5% | +2.8% | -12.2% | -12.1% |
| 1Y | +7.5% | +11.9% | -4.4% | -0.5% |
| 3Y | +57.6% | +55.1% | +2.5% | +21.1% |
| 5Y | +71.1% | +94.1% | -22.9% | +15.0% |
| 10Y | +498.8% | +181.2% | +317.6% | +237.3% |
| All | +1,729.1% | +382.8% | +1,346.3% | +656.3% |
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 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