+41,023.5%
LRCX vs NVS
+1,076.7%
+39,946.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.6% |
| 7D | +1.8% | -15.7% | +17.5% | +9.9% |
| 30D | -4.3% | -11.1% | +6.8% | -0.2% |
| 3M | -7.3% | -7.2% | -0.1% | -6.1% |
| 6M | +38.6% | -12.3% | +50.9% | +44.5% |
| YTD | +74.4% | +2.8% | +71.7% | +67.0% |
| 1Y | +179.1% | +11.9% | +167.2% | +154.8% |
| 3Y | +357.7% | +55.1% | +302.6% | +239.9% |
| 5Y | +424.9% | +94.1% | +330.8% | +236.4% |
| 10Y | +3,642.4% | +181.2% | +3,461.1% | +1,888.7% |
| All | +41,023.5% | +1,076.7% | +39,946.8% | +11,382.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling