+57.4%
INTC vs NVS
+37.6%
+19.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.6% | -7.4% | -2.6% |
| 7D | -39.0% | +5.7% | -44.7% | -37.9% |
| 30D | -49.8% | +17.1% | -66.9% | -47.3% |
| 3M | -42.2% | +7.6% | -49.9% | -40.7% |
| 6M | -39.2% | +14.1% | -53.2% | -38.1% |
| YTD | +57.9% | +23.3% | +34.6% | +55.1% |
| 1Y | +57.4% | +36.0% | +21.4% | +44.0% |
| All | +57.4% | +37.6% | +19.7% | +44.0% |
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