-3.5%
LYB vs NVS
-12.1%
+8.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -1.0% |
| 7D | +0.3% | -14.3% | +14.5% | -4.5% |
| 30D | +2.5% | -10.0% | +12.4% | +0.1% |
| 3M | +1.4% | -10.9% | +12.3% | -1.5% |
| 6M | -3.5% | -12.0% | +8.5% | -10.7% |
| All | -3.5% | -12.1% | +8.6% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling