+390.2%
LLY vs NVS
+89.9%
+300.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -3.1% | -15.4% | +12.3% | +5.6% |
| 30D | -8.6% | -12.3% | +3.7% | -2.6% |
| 3M | -1.6% | -7.8% | +6.2% | +1.8% |
| 6M | +11.8% | -13.0% | +24.8% | +19.6% |
| YTD | +5.1% | +2.8% | +2.4% | +2.7% |
| 1Y | +50.7% | +10.6% | +40.1% | +41.4% |
| 3Y | +95.7% | +55.1% | +40.6% | +52.9% |
| 5Y | +390.2% | +91.7% | +298.5% | +233.7% |
| All | +390.2% | +89.9% | +300.3% | +233.7% |
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