-70.4%
LYFT vs NVS
+92.9%
-163.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -8.4% | -14.3% | +5.9% | -5.6% |
| 30D | -7.6% | -10.0% | +2.4% | -5.8% |
| 3M | +11.7% | -10.9% | +22.6% | +14.1% |
| 6M | +15.1% | -12.0% | +27.1% | +17.8% |
| YTD | -20.9% | +2.5% | -23.4% | -21.9% |
| 1Y | -16.4% | +10.7% | -27.1% | -19.0% |
| 3Y | +35.2% | +53.3% | -18.1% | +17.9% |
| All | -70.4% | +92.9% | -163.4% | -78.0% |
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 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