+26.9%
LYB vs NVS
+16.2%
+10.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.3% |
| 7D | -1.2% | -13.1% | +11.9% | -3.1% |
| 30D | -0.6% | -7.9% | +7.3% | -1.5% |
| 3M | -1.8% | -9.2% | +7.4% | -2.9% |
| 6M | -11.4% | -9.4% | -2.0% | -11.8% |
| YTD | +49.7% | +3.9% | +45.9% | +39.2% |
| All | +26.9% | +16.2% | +10.6% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling