+53.7%
NVS vs GME
+14.2%
+39.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | -15.7% | +6.0% | -21.7% | -15.7% |
| 30D | -11.1% | +8.3% | -19.4% | -11.1% |
| 3M | -7.2% | -9.1% | +1.9% | -7.1% |
| 6M | -12.3% | -16.3% | +4.0% | -12.2% |
| YTD | +2.8% | +1.5% | +1.2% | +2.8% |
| 1Y | +11.9% | -16.3% | +28.3% | +12.0% |
| All | +53.7% | +14.2% | +39.4% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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