+94.0%
NVS vs EXEL
+180.6%
-86.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.0% | +0.1% |
| 7D | -14.3% | -4.9% | -9.4% | -13.7% |
| 30D | -10.0% | +11.4% | -21.3% | -11.0% |
| 3M | -10.9% | +4.9% | -15.8% | -11.4% |
| 6M | -12.0% | +34.4% | -46.4% | -14.9% |
| YTD | +2.5% | +28.0% | -25.5% | -0.5% |
| 1Y | +10.7% | +43.6% | -33.0% | +6.0% |
| 3Y | +53.3% | +155.2% | -101.9% | +35.5% |
| All | +94.0% | +180.6% | -86.6% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling