+140.8%
LLY vs NVS
+90.8%
+50.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +6.7% | -1.3% | +8.0% | +7.5% |
| 30D | +19.6% | +9.3% | +10.3% | +13.8% |
| 3M | +19.7% | +5.8% | +13.9% | +14.7% |
| 6M | +42.7% | +7.2% | +35.6% | +35.6% |
| YTD | +35.1% | +20.0% | +15.2% | +21.1% |
| 1Y | +42.2% | +25.4% | +16.8% | +24.5% |
| 3Y | +140.8% | +89.2% | +51.6% | +78.7% |
| All | +140.8% | +90.8% | +50.0% | +78.7% |
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 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