+135.2%
NVS vs EXEL
+281.2%
-146.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.3% |
| 7D | -1.3% | -0.8% | -0.4% | -1.2% |
| 30D | +9.3% | +13.1% | -3.9% | +7.4% |
| 3M | +5.8% | +36.3% | -30.5% | +1.6% |
| 6M | +7.2% | +34.5% | -27.4% | +3.1% |
| YTD | +20.0% | +57.4% | -37.5% | +13.1% |
| 1Y | +25.4% | +62.9% | -37.6% | +17.8% |
| 3Y | +89.2% | +229.5% | -140.3% | +61.1% |
| All | +135.2% | +281.2% | -146.0% | +96.8% |
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