+889.8%
NVDA vs NVS
+92.9%
+796.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -5.1% | -14.3% | +9.1% | -4.5% |
| 30D | -2.5% | -10.0% | +7.5% | -2.0% |
| 3M | +6.7% | -10.9% | +17.6% | +7.2% |
| 6M | +17.6% | -12.0% | +29.6% | +18.2% |
| YTD | +17.3% | +2.5% | +14.8% | +16.5% |
| 1Y | +23.5% | +10.7% | +12.8% | +21.7% |
| 3Y | +384.6% | +53.3% | +331.3% | +343.8% |
| All | +889.8% | +92.9% | +796.8% | +682.5% |
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