+53.7%
NVS vs EXEL
+164.8%
-111.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -15.4% | -0.3% | -15.0% | -15.3% |
| 30D | -12.3% | +10.1% | -22.5% | -13.2% |
| 3M | -7.8% | +10.1% | -17.9% | -8.8% |
| 6M | -13.0% | +37.7% | -50.6% | -15.9% |
| YTD | +2.8% | +33.1% | -30.3% | -0.4% |
| 1Y | +10.6% | +52.4% | -41.7% | +6.0% |
| All | +53.7% | +164.8% | -111.1% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling