+243.8%
HPQ vs NVS
+179.5%
+64.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.5% |
| 7D | +9.8% | -14.3% | +24.0% | +17.1% |
| 30D | +22.4% | -10.0% | +32.3% | +27.5% |
| 3M | +45.2% | -10.9% | +56.0% | +51.6% |
| 6M | +96.4% | -12.0% | +108.4% | +105.6% |
| YTD | +65.4% | +2.5% | +62.9% | +60.4% |
| 1Y | +31.6% | +10.7% | +20.9% | +22.5% |
| 3Y | +37.0% | +53.3% | -16.3% | +6.2% |
| 5Y | +53.0% | +93.6% | -40.6% | +1.9% |
| All | +243.8% | +179.5% | +64.3% | +110.2% |
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