+433.3%
KLAC vs NVS
+92.9%
+340.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -2.7% | -14.3% | +11.6% | -0.3% |
| 30D | -13.2% | -10.0% | -3.2% | -12.2% |
| 3M | -25.0% | -10.9% | -14.1% | -24.2% |
| 6M | +23.6% | -12.0% | +35.6% | +25.4% |
| YTD | +49.2% | +2.5% | +46.7% | +45.7% |
| 1Y | +89.3% | +10.7% | +78.6% | +81.3% |
| 3Y | +274.4% | +53.3% | +221.1% | +223.5% |
| All | +433.3% | +92.9% | +340.4% | +298.2% |
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