+94.0%
NVS vs NYT
+38.8%
+55.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -14.3% | -0.6% | -13.7% | -14.2% |
| 30D | -10.0% | +4.6% | -14.5% | -10.3% |
| 3M | -10.9% | -9.6% | -1.3% | -10.3% |
| 6M | -12.0% | -14.0% | +2.0% | -11.0% |
| YTD | +2.5% | -2.8% | +5.4% | +2.5% |
| 1Y | +10.7% | +15.6% | -4.9% | +9.0% |
| 3Y | +53.3% | +56.3% | -3.0% | +44.7% |
| All | +94.0% | +38.8% | +55.2% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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