+36.2%
LIN vs NVS
+93.3%
-57.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | +6.5% | +13.4% | -7.0% | +3.1% |
| 3M | +5.5% | +5.4% | +0.1% | +3.6% |
| 6M | +3.3% | +9.6% | -6.2% | +0.2% |
| YTD | +22.0% | +21.5% | +0.5% | +14.4% |
| 1Y | +25.7% | +32.3% | -6.6% | +14.7% |
| 3Y | +36.2% | +92.9% | -56.7% | +11.1% |
| All | +36.2% | +93.3% | -57.1% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling