+25.9%
LMT vs NVS
+37.6%
-11.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.6% | -10.5% | -7.4% |
| 7D | -5.5% | +5.7% | -11.2% | -6.3% |
| 30D | +17.5% | +17.1% | +0.4% | +14.6% |
| 3M | +1.6% | +7.6% | -6.0% | -0.7% |
| 6M | +16.3% | +14.1% | +2.2% | +11.8% |
| YTD | +25.3% | +23.3% | +1.9% | +19.8% |
| 1Y | +25.9% | +36.0% | -10.1% | +19.1% |
| All | +25.9% | +37.6% | -11.8% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling