+3,371.8%
LIN vs NVS
+1,269.4%
+2,102.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | -2.1% | +4.0% | -6.1% | -3.9% |
| 30D | -2.4% | +3.6% | -6.0% | -4.1% |
| 3M | -5.6% | +7.8% | -13.4% | -9.0% |
| 6M | -3.4% | -0.2% | -3.2% | -4.0% |
| YTD | +13.1% | +19.6% | -6.5% | +3.6% |
| 1Y | +2.5% | +28.4% | -25.9% | -9.3% |
| 3Y | +27.6% | +76.2% | -48.6% | -3.1% |
| 5Y | +63.0% | +111.1% | -48.0% | +13.1% |
| 10Y | +359.3% | +224.3% | +135.0% | +163.9% |
| All | +3,371.8% | +1,269.4% | +2,102.4% | +1,109.5% |
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