+417.3%
LIN vs NVS
+257.6%
+159.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +0.1% | +1.3% | -1.2% | -0.5% |
| 30D | +7.6% | +13.9% | -6.3% | +1.0% |
| 3M | +6.5% | +4.7% | +1.8% | +3.1% |
| 6M | +6.2% | +12.1% | -5.9% | -1.1% |
| YTD | +23.2% | +22.3% | +0.9% | +9.1% |
| 1Y | +25.4% | +33.5% | -8.1% | +5.9% |
| 3Y | +38.3% | +94.7% | -56.5% | -7.4% |
| 5Y | +64.4% | +137.6% | -73.1% | -4.7% |
| 10Y | +417.3% | +254.5% | +162.8% | +156.9% |
| All | +417.3% | +257.6% | +159.7% | +156.9% |
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