+1,549.9%
LLY vs NVS
+179.5%
+1,370.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.5% |
| 7D | -2.9% | -14.3% | +11.3% | +6.0% |
| 30D | -8.4% | -10.0% | +1.5% | -3.3% |
| 3M | -3.8% | -10.9% | +7.1% | +2.3% |
| 6M | +11.9% | -12.0% | +23.9% | +20.0% |
| YTD | +4.3% | +2.5% | +1.8% | +1.5% |
| 1Y | +48.5% | +10.7% | +37.8% | +37.5% |
| 3Y | +91.2% | +53.3% | +37.9% | +41.9% |
| 5Y | +387.5% | +93.6% | +293.9% | +204.2% |
| All | +1,549.9% | +179.5% | +1,370.3% | +750.6% |
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