+1,074.0%
NVS vs NYT
+426.4%
+647.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.5% |
| 3M | -10.9% | -9.6% | -1.3% | -9.9% |
| 6M | -12.0% | -14.0% | +2.0% | -10.4% |
| YTD | +2.5% | -2.8% | +5.4% | +2.4% |
| 1Y | +10.7% | +15.6% | -4.9% | +7.7% |
| 3Y | +53.3% | +56.3% | -3.0% | +41.3% |
| 5Y | +93.6% | +39.5% | +54.1% | +78.6% |
| 10Y | +180.6% | +488.0% | -307.5% | +102.9% |
| All | +1,074.0% | +426.4% | +647.5% | +673.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling