+18.7%
HPQ vs NVS
+27.7%
-9.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.5% |
| 7D | +6.9% | +4.0% | +2.9% | +6.2% |
| 30D | +14.4% | +3.6% | +10.9% | +13.7% |
| 3M | +25.6% | +7.8% | +17.8% | +24.2% |
| 6M | +75.0% | -0.2% | +75.2% | +74.2% |
| YTD | +50.7% | +19.6% | +31.1% | +43.8% |
| 1Y | +18.7% | +28.4% | -9.7% | +11.6% |
| All | +18.7% | +27.7% | -9.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling