+25,279.4%
KLAC vs NVS
+1,076.7%
+24,202.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.1% |
| 7D | +6.2% | -15.4% | +21.6% | +14.4% |
| 30D | -5.0% | -12.3% | +7.3% | 0.0% |
| 3M | -14.4% | -7.8% | -6.6% | -12.7% |
| 6M | +28.3% | -13.0% | +41.3% | +34.4% |
| YTD | +51.1% | +2.8% | +48.3% | +44.9% |
| 1Y | +100.4% | +10.6% | +89.8% | +84.3% |
| 3Y | +276.3% | +55.1% | +221.3% | +180.9% |
| 5Y | +452.1% | +91.7% | +360.4% | +260.1% |
| 10Y | +2,986.0% | +181.2% | +2,804.8% | +1,559.2% |
| All | +25,279.4% | +1,076.7% | +24,202.6% | +7,554.4% |
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