+10.7%
NVS vs EXEL
+48.5%
-37.9%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.3% |
| 7D | -14.3% | -4.9% | -9.4% | -13.2% |
| 30D | -10.0% | +11.4% | -21.3% | -11.6% |
| 3M | -10.9% | +4.9% | -15.8% | -11.6% |
| 6M | -12.0% | +34.4% | -46.4% | -16.2% |
| YTD | +2.5% | +28.0% | -25.5% | -2.0% |
| 1Y | +10.7% | +43.6% | -33.0% | +5.6% |
| All | +10.7% | +48.5% | -37.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling