+27.0%
NFLX vs NVS
+92.5%
-65.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -8.1% | -15.7% | +7.6% | -4.0% |
| 30D | +1.6% | -11.1% | +12.7% | +4.5% |
| 3M | -7.3% | -7.2% | -0.1% | -5.9% |
| 6M | -21.6% | -12.3% | -9.3% | -19.2% |
| YTD | -18.9% | +2.8% | -21.7% | -20.2% |
| 1Y | -39.1% | +11.9% | -51.0% | -41.7% |
| 3Y | +71.7% | +55.1% | +16.6% | +41.1% |
| 5Y | +27.0% | +94.1% | -67.1% | -12.7% |
| All | +27.0% | +92.5% | -65.5% | -12.7% |
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 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