+132.3%
HON vs NVS
+179.5%
-47.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -3.5% | -14.3% | +10.8% | +3.0% |
| 30D | -13.8% | -10.0% | -3.8% | -10.5% |
| 3M | -11.7% | -10.9% | -0.8% | -8.1% |
| 6M | -18.7% | -12.0% | -6.8% | -15.0% |
| YTD | +0.2% | +2.5% | -2.3% | -3.0% |
| 1Y | -3.1% | +10.7% | -13.7% | -10.0% |
| 3Y | +17.0% | +53.3% | -36.3% | -9.7% |
| 5Y | +2.0% | +93.6% | -91.6% | -32.5% |
| All | +132.3% | +179.5% | -47.2% | +37.0% |
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 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