+412.1%
LIN vs NVS
+256.0%
+156.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +2.0% | +2.5% | -0.5% | +0.8% |
| 30D | +7.9% | +13.6% | -5.7% | +1.4% |
| 3M | +6.3% | +4.1% | +2.2% | +3.2% |
| 6M | +6.5% | +11.8% | -5.3% | -0.7% |
| YTD | +23.6% | +22.0% | +1.6% | +9.5% |
| 1Y | +25.7% | +32.3% | -6.5% | +6.7% |
| 3Y | +35.6% | +93.6% | -58.0% | -8.9% |
| 5Y | +65.9% | +136.7% | -70.8% | -3.7% |
| 10Y | +412.1% | +254.6% | +157.5% | +153.3% |
| All | +412.1% | +256.0% | +156.1% | +153.3% |
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