+384.8%
NVDA vs NVS
+54.6%
+330.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -4.3% | -15.7% | +11.4% | -6.7% |
| 30D | +0.5% | -11.1% | +11.6% | -0.8% |
| 3M | +9.1% | -7.2% | +16.3% | +8.6% |
| 6M | +18.5% | -12.3% | +30.8% | +16.7% |
| YTD | +17.4% | +2.8% | +14.6% | +19.7% |
| 1Y | +23.4% | +11.9% | +11.5% | +28.5% |
| All | +384.8% | +54.6% | +330.2% | +456.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling