+795.2%
NVS vs GME
+1,127.7%
-332.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.5% | -0.3% |
| 7D | -15.4% | +4.8% | -20.2% | -15.5% |
| 30D | -12.3% | +5.9% | -18.2% | -12.4% |
| 3M | -7.8% | -10.7% | +2.9% | -7.6% |
| 6M | -13.0% | -19.8% | +6.8% | -12.6% |
| YTD | +2.8% | -0.9% | +3.7% | +2.7% |
| 1Y | +10.6% | -15.7% | +26.3% | +10.9% |
| 3Y | +55.1% | +12.3% | +42.8% | +50.5% |
| 5Y | +91.7% | -60.1% | +151.7% | +87.3% |
| 10Y | +181.2% | +265.3% | -84.1% | +101.3% |
| All | +795.2% | +1,127.7% | -332.5% | +423.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling