+1,043.2%
NVS vs EXEL
+336.4%
+706.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -1.3% | -0.8% | -0.4% | -1.2% |
| 30D | +9.3% | +13.1% | -3.9% | +8.2% |
| 3M | +5.8% | +36.3% | -30.5% | +3.3% |
| 6M | +7.2% | +34.5% | -27.4% | +4.7% |
| YTD | +20.0% | +57.4% | -37.5% | +15.6% |
| 1Y | +25.4% | +62.9% | -37.6% | +20.5% |
| 3Y | +89.2% | +229.5% | -140.3% | +70.7% |
| 5Y | +134.6% | +281.2% | -146.6% | +108.0% |
| 10Y | +251.4% | +320.7% | -69.4% | +199.1% |
| All | +1,043.2% | +336.4% | +706.8% | +670.3% |
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