+103.2%
INTC vs NVS
+92.9%
+10.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +7.5% | -14.3% | +21.7% | +9.8% |
| 30D | +2.0% | -10.0% | +11.9% | +2.6% |
| 3M | -12.0% | -10.9% | -1.1% | -11.5% |
| 6M | +114.5% | -12.0% | +126.5% | +116.6% |
| YTD | +179.0% | +2.5% | +176.5% | +166.2% |
| 1Y | +318.3% | +10.7% | +307.6% | +287.2% |
| 3Y | +171.2% | +53.3% | +117.9% | +119.5% |
| All | +103.2% | +92.9% | +10.3% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling