+61.9%
LIN vs NVS
+113.6%
-51.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.3% |
| 7D | -2.1% | +4.0% | -6.1% | -3.6% |
| 30D | -2.4% | +3.6% | -6.0% | -3.8% |
| 3M | -5.6% | +7.8% | -13.4% | -8.4% |
| 6M | -3.4% | -0.2% | -3.2% | -3.7% |
| YTD | +13.1% | +19.6% | -6.5% | +5.0% |
| 1Y | +2.5% | +28.4% | -25.9% | -7.6% |
| 3Y | +27.6% | +76.2% | -48.6% | -0.3% |
| All | +61.9% | +113.6% | -51.7% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling