-4.9%
LYB vs NVS
+92.9%
-97.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.3% | -14.3% | +14.5% | +2.9% |
| 30D | +2.5% | -10.0% | +12.4% | +3.9% |
| 3M | +1.4% | -10.9% | +12.3% | +2.9% |
| 6M | -3.5% | -12.0% | +8.5% | -2.1% |
| YTD | +52.0% | +2.5% | +49.5% | +45.8% |
| 1Y | +22.1% | +10.7% | +11.4% | +13.8% |
| 3Y | -22.8% | +53.3% | -76.1% | -35.9% |
| All | -4.9% | +92.9% | -97.9% | -31.5% |
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