+600,899.8%
NVDA vs NVS
+638.2%
+600,261.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -13.9% | +11.9% | +5.2% |
| 7D | +3.8% | -14.6% | +18.4% | +11.9% |
| 30D | +0.8% | -11.9% | +12.7% | +6.4% |
| 3M | +8.2% | -6.0% | +14.1% | +9.6% |
| 6M | +27.1% | -11.4% | +38.5% | +32.4% |
| YTD | +21.2% | +2.9% | +18.3% | +15.8% |
| 1Y | +34.3% | +10.2% | +24.1% | +22.8% |
| 3Y | +396.3% | +55.3% | +340.9% | +257.2% |
| 5Y | +913.8% | +89.6% | +824.2% | +533.9% |
| 10Y | +14,572.5% | +176.1% | +14,396.4% | +7,341.3% |
| All | +600,899.8% | +638.2% | +600,261.6% | +212,649.4% |
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