+252.1%
INTC vs NVS
+179.5%
+72.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +7.5% | -14.3% | +21.7% | +13.5% |
| 30D | +2.0% | -10.0% | +11.9% | +4.6% |
| 3M | -12.0% | -10.9% | -1.1% | -9.9% |
| 6M | +114.5% | -12.0% | +126.5% | +120.6% |
| YTD | +179.0% | +2.5% | +176.5% | +162.7% |
| 1Y | +318.3% | +10.7% | +307.6% | +275.7% |
| 3Y | +171.2% | +53.3% | +117.9% | +96.8% |
| 5Y | +107.6% | +93.6% | +14.0% | +26.1% |
| All | +252.1% | +179.5% | +72.6% | +87.3% |
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