+37.0%
HPQ vs NVS
+54.2%
-17.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.2% | +8.6% | +8.5% |
| 7D | +9.8% | -14.3% | +24.0% | +14.1% |
| 30D | +22.4% | -10.0% | +32.3% | +25.6% |
| 3M | +45.2% | -10.9% | +56.0% | +49.2% |
| 6M | +96.4% | -12.0% | +108.4% | +102.2% |
| YTD | +65.4% | +2.5% | +62.9% | +62.2% |
| 1Y | +31.6% | +10.7% | +20.9% | +25.8% |
| 3Y | +37.0% | +53.3% | -16.3% | +16.9% |
| All | +37.0% | +54.2% | -17.2% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling