+550.0%
LNG vs NVS
+179.5%
+370.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.7% | -14.3% | +9.6% | -0.1% |
| 30D | +3.8% | -10.0% | +13.8% | +6.9% |
| 3M | +16.2% | -10.9% | +27.0% | +19.8% |
| 6M | +11.7% | -12.0% | +23.7% | +15.2% |
| YTD | +44.2% | +2.5% | +41.7% | +40.3% |
| 1Y | +18.6% | +10.7% | +7.9% | +11.8% |
| 3Y | +77.4% | +53.3% | +24.1% | +45.6% |
| 5Y | +232.3% | +93.6% | +138.7% | +141.9% |
| All | +550.0% | +179.5% | +370.5% | +322.7% |
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 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