+1,110.3%
INTC vs NVS
+1,078.6%
+31.7%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -13.9% | +23.0% | +15.0% |
| 7D | +17.4% | -14.6% | +32.0% | +24.2% |
| 30D | +2.8% | -11.9% | +14.7% | +6.8% |
| 3M | -5.3% | -6.0% | +0.7% | -5.0% |
| 6M | +140.6% | -11.4% | +152.0% | +147.2% |
| YTD | +183.1% | +2.9% | +180.2% | +170.8% |
| 1Y | +326.8% | +10.2% | +316.5% | +294.0% |
| 3Y | +179.4% | +55.3% | +124.1% | +117.0% |
| 5Y | +111.7% | +89.6% | +22.1% | +48.0% |
| 10Y | +253.8% | +176.1% | +77.8% | +109.8% |
| All | +1,110.3% | +1,078.6% | +31.7% | +347.3% |
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 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