+617.0%
HPQ vs NVS
+1,076.7%
-459.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +2.2% | -15.4% | +17.6% | +9.5% |
| 30D | +9.7% | -12.3% | +22.1% | +15.6% |
| 3M | +32.7% | -7.8% | +40.5% | +36.5% |
| 6M | +77.7% | -13.0% | +90.7% | +86.8% |
| YTD | +51.0% | +2.8% | +48.2% | +47.1% |
| 1Y | +18.4% | +10.6% | +7.8% | +11.3% |
| 3Y | +25.6% | +55.1% | -29.5% | +0.1% |
| 5Y | +38.6% | +91.7% | -53.0% | -0.8% |
| 10Y | +226.1% | +181.2% | +44.9% | +95.7% |
| All | +617.0% | +1,076.7% | -459.7% | +172.2% |
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 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