+361.6%
LRCX vs NVS
+54.2%
+307.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | -14.3% | +11.2% | -2.2% |
| 30D | -8.6% | -10.0% | +1.4% | -8.5% |
| 3M | -17.7% | -10.9% | -6.8% | -17.7% |
| 6M | +36.4% | -12.0% | +48.3% | +36.5% |
| YTD | +74.5% | +2.5% | +72.0% | +71.1% |
| 1Y | +159.4% | +10.7% | +148.8% | +152.1% |
| 3Y | +361.6% | +53.3% | +308.3% | +339.3% |
| All | +361.6% | +54.2% | +307.4% | +339.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling