+717.5%
HPE vs NVS
+143.0%
+574.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.2% |
| 7D | +13.6% | -15.4% | +29.0% | +19.9% |
| 30D | +7.7% | -12.3% | +20.0% | +11.6% |
| 3M | +22.4% | -7.8% | +30.2% | +23.4% |
| 6M | +172.6% | -13.0% | +185.6% | +180.7% |
| YTD | +147.5% | +2.8% | +144.8% | +135.0% |
| 1Y | +151.8% | +10.6% | +141.2% | +129.8% |
| 3Y | +267.1% | +55.1% | +212.0% | +172.5% |
| 5Y | +362.8% | +91.7% | +271.1% | +196.2% |
| 10Y | +540.2% | +181.2% | +358.9% | +215.7% |
| All | +717.5% | +143.0% | +574.4% | +374.5% |
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