+14,546.7%
NVDA vs NVS
+179.5%
+14,367.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -5.1% | -14.3% | +9.1% | +0.7% |
| 30D | -2.5% | -10.0% | +7.5% | +1.0% |
| 3M | +6.7% | -10.9% | +17.6% | +10.3% |
| 6M | +17.6% | -12.0% | +29.6% | +22.0% |
| YTD | +17.3% | +2.5% | +14.8% | +12.5% |
| 1Y | +23.5% | +10.7% | +12.8% | +13.3% |
| 3Y | +384.6% | +53.3% | +331.3% | +250.5% |
| 5Y | +875.4% | +93.6% | +781.8% | +469.8% |
| All | +14,546.7% | +179.5% | +14,367.2% | +7,621.9% |
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