+606.9%
LULU vs NVS
+471.5%
+135.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -1.6% | -14.3% | +12.6% | +5.6% |
| 30D | -18.1% | -10.0% | -8.2% | -14.5% |
| 3M | -18.8% | -10.9% | -7.9% | -14.9% |
| 6M | -39.2% | -12.0% | -27.2% | -36.1% |
| YTD | -52.4% | +2.5% | -54.9% | -54.1% |
| 1Y | -40.3% | +10.7% | -51.0% | -45.0% |
| 3Y | -75.1% | +53.3% | -128.4% | -81.4% |
| 5Y | -76.7% | +93.6% | -170.3% | -85.1% |
| 10Y | +52.7% | +180.6% | -127.8% | -23.5% |
| All | +606.9% | +471.5% | +135.5% | +88.7% |
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