+73.0%
LMT vs NVS
+92.9%
-19.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.2% | -14.3% | +14.1% | +2.7% |
| 30D | -13.1% | -10.0% | -3.1% | -11.8% |
| 3M | -3.9% | -10.9% | +7.0% | -2.2% |
| 6M | -18.3% | -12.0% | -6.3% | -16.7% |
| YTD | +10.3% | +2.5% | +7.8% | +8.5% |
| 1Y | +14.2% | +10.7% | +3.6% | +10.2% |
| 3Y | +35.0% | +53.3% | -18.3% | +20.3% |
| All | +73.0% | +92.9% | -19.9% | +48.2% |
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