+185.8%
LMT vs NVS
+179.5%
+6.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.2% | -14.3% | +14.1% | +4.9% |
| 30D | -13.1% | -10.0% | -3.1% | -10.6% |
| 3M | -3.9% | -10.9% | +7.0% | -0.8% |
| 6M | -18.3% | -12.0% | -6.3% | -15.4% |
| YTD | +10.3% | +2.5% | +7.8% | +7.3% |
| 1Y | +14.2% | +10.7% | +3.6% | +7.5% |
| 3Y | +35.0% | +53.3% | -18.3% | +9.2% |
| 5Y | +73.2% | +93.6% | -20.4% | +23.2% |
| All | +185.8% | +179.5% | +6.3% | +83.4% |
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