+65,302.9%
NFLX vs NVS
+801.3%
+64,501.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -4.5% |
| 7D | -4.2% | +4.0% | -8.3% | -5.9% |
| 30D | +5.5% | +3.6% | +1.9% | +3.8% |
| 3M | -4.1% | +7.8% | -11.9% | -7.4% |
| 6M | -20.7% | -0.2% | -20.5% | -21.1% |
| YTD | -16.5% | +19.6% | -36.1% | -23.3% |
| 1Y | -37.8% | +28.4% | -66.1% | -44.7% |
| 3Y | +77.9% | +76.2% | +1.7% | +34.1% |
| 5Y | +32.5% | +111.1% | -78.6% | -8.7% |
| 10Y | +703.6% | +224.3% | +479.3% | +354.2% |
| All | +65,302.9% | +801.3% | +64,501.6% | +24,973.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling