+396.0%
HPE vs NVS
+92.9%
+303.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.7% | +12.5% |
| 7D | +19.4% | -14.3% | +33.7% | +20.8% |
| 30D | +5.6% | -10.0% | +15.6% | +6.0% |
| 3M | +33.1% | -10.9% | +43.9% | +33.3% |
| 6M | +192.5% | -12.0% | +204.4% | +193.7% |
| YTD | +160.9% | +2.5% | +158.4% | +151.7% |
| 1Y | +155.0% | +10.7% | +144.3% | +140.6% |
| 3Y | +289.4% | +53.3% | +236.1% | +224.1% |
| All | +396.0% | +92.9% | +303.1% | +250.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling