+563.1%
HPE vs NVS
+179.5%
+383.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.7% | +12.5% |
| 7D | +19.4% | -14.3% | +33.7% | +24.6% |
| 30D | +5.6% | -10.0% | +15.6% | +7.9% |
| 3M | +33.1% | -10.9% | +43.9% | +35.7% |
| 6M | +192.5% | -12.0% | +204.4% | +198.6% |
| YTD | +160.9% | +2.5% | +158.4% | +148.7% |
| 1Y | +155.0% | +10.7% | +144.3% | +134.1% |
| 3Y | +289.4% | +53.3% | +236.1% | +197.0% |
| 5Y | +395.7% | +93.6% | +302.1% | +224.7% |
| All | +563.1% | +179.5% | +383.6% | +278.4% |
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