+1,060.2%
HON vs NVS
+1,076.7%
-16.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -0.6% | -15.4% | +14.8% | +6.6% |
| 30D | -15.4% | -12.3% | -3.1% | -11.1% |
| 3M | -9.1% | -7.8% | -1.3% | -6.9% |
| 6M | -17.1% | -13.0% | -4.1% | -12.8% |
| YTD | +1.5% | +2.8% | -1.2% | -1.3% |
| 1Y | -1.3% | +10.6% | -11.9% | -7.4% |
| 3Y | +19.5% | +55.1% | -35.5% | -5.5% |
| 5Y | +3.1% | +91.7% | -88.6% | -27.2% |
| 10Y | +138.4% | +181.2% | -42.8% | +39.9% |
| All | +1,060.2% | +1,076.7% | -16.5% | +302.5% |
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