+46.6%
LYB vs NVS
+182.7%
-136.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.1% |
| 7D | -1.2% | -13.1% | +11.9% | +4.3% |
| 30D | -0.6% | -7.9% | +7.3% | +1.8% |
| 3M | -1.8% | -9.2% | +7.4% | +0.8% |
| 6M | -11.4% | -9.4% | -2.0% | -9.8% |
| YTD | +49.7% | +3.9% | +45.9% | +40.8% |
| 1Y | +20.8% | +15.4% | +5.4% | +6.8% |
| 3Y | -24.2% | +51.4% | -75.6% | -43.8% |
| 5Y | -5.8% | +96.5% | -102.3% | -42.8% |
| 10Y | +46.6% | +182.7% | -136.1% | -18.0% |
| All | +46.6% | +182.7% | -136.1% | -18.0% |
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