+880.8%
NVS vs EXEL
+264.7%
+616.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.3% | -11.7% | -13.8% |
| 7D | -14.6% | +1.4% | -16.0% | -14.7% |
| 30D | -11.9% | +6.7% | -18.6% | -12.3% |
| 3M | -6.0% | +11.5% | -17.4% | -6.7% |
| 6M | -11.4% | +38.8% | -50.2% | -13.7% |
| YTD | +2.9% | +31.6% | -28.7% | +0.6% |
| 1Y | +10.2% | +53.0% | -42.8% | +6.4% |
| 3Y | +55.3% | +160.8% | -105.5% | +42.6% |
| 5Y | +89.6% | +190.1% | -100.5% | +71.5% |
| 10Y | +176.1% | +367.0% | -190.9% | +133.0% |
| All | +880.8% | +264.7% | +616.1% | +570.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling