+681.4%
NFLX vs NVS
+179.5%
+501.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | -1.1% | -14.3% | +13.2% | +4.9% |
| 30D | +4.3% | -10.0% | +14.3% | +8.2% |
| 3M | -4.8% | -10.9% | +6.1% | -0.9% |
| 6M | -18.4% | -12.0% | -6.5% | -14.9% |
| YTD | -17.4% | +2.5% | -20.0% | -19.7% |
| 1Y | -35.7% | +10.7% | -46.4% | -39.8% |
| 3Y | +73.8% | +53.3% | +20.5% | +34.1% |
| 5Y | +29.3% | +93.6% | -64.3% | -14.2% |
| All | +681.4% | +179.5% | +501.9% | +362.2% |
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