+507.2%
KMB vs NVS
+1,272.2%
-765.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | +0.1% | -2.8% | +2.9% | +0.9% |
| 30D | +10.2% | +11.5% | -1.2% | +6.8% |
| 3M | +1.5% | +3.7% | -2.2% | 0.0% |
| 6M | +16.6% | +10.4% | +6.2% | +12.7% |
| YTD | +12.1% | +19.8% | -7.8% | +5.6% |
| 1Y | +11.1% | +26.6% | -15.5% | +2.9% |
| 3Y | +1.9% | +90.1% | -88.2% | -16.6% |
| 5Y | -1.3% | +133.4% | -134.6% | -24.3% |
| 10Y | +37.8% | +251.0% | -213.2% | -6.1% |
| All | +507.2% | +1,272.2% | -765.0% | +205.0% |
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