+416.0%
LRCX vs NVS
+92.9%
+323.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | -14.3% | +11.2% | -1.0% |
| 30D | -8.6% | -10.0% | +1.4% | -7.8% |
| 3M | -17.7% | -10.9% | -6.8% | -17.0% |
| 6M | +36.4% | -12.0% | +48.3% | +37.8% |
| YTD | +74.5% | +2.5% | +72.0% | +70.2% |
| 1Y | +159.4% | +10.7% | +148.8% | +148.7% |
| 3Y | +361.6% | +53.3% | +308.3% | +305.3% |
| All | +416.0% | +92.9% | +323.1% | +296.9% |
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