+2,896.3%
KLAC vs NVS
+179.5%
+2,716.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | -2.7% | -14.3% | +11.6% | +4.0% |
| 30D | -13.2% | -10.0% | -3.2% | -10.1% |
| 3M | -25.0% | -10.9% | -14.1% | -22.5% |
| 6M | +23.6% | -12.0% | +35.6% | +28.3% |
| YTD | +49.2% | +2.5% | +46.7% | +42.0% |
| 1Y | +89.3% | +10.7% | +78.6% | +71.9% |
| 3Y | +274.4% | +53.3% | +221.1% | +167.9% |
| 5Y | +440.9% | +93.6% | +347.3% | +213.7% |
| All | +2,896.3% | +179.5% | +2,716.8% | +1,449.1% |
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