+26.2%
KLAC vs NVS
+37.6%
-11.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.6% | -7.7% | -4.0% |
| 7D | -5.7% | +5.7% | -11.4% | -5.5% |
| 30D | -27.6% | +17.1% | -44.7% | -27.3% |
| 3M | -23.3% | +7.6% | -30.9% | -23.4% |
| 6M | -12.4% | +14.1% | -26.4% | -15.0% |
| YTD | +23.7% | +23.3% | +0.4% | +17.9% |
| 1Y | +26.2% | +36.0% | -9.8% | +14.8% |
| All | +26.2% | +37.6% | -11.5% | +14.8% |
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 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