+36.0%
NVS vs PENG
+120.5%
-84.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -9.1% | +12.7% | +3.4% |
| 7D | +5.7% | -20.5% | +26.2% | +5.4% |
| 30D | +17.1% | -20.4% | +37.4% | +16.6% |
| 3M | +7.6% | -16.4% | +24.0% | +7.2% |
| 6M | +14.1% | +49.2% | -35.2% | +8.5% |
| YTD | +23.3% | +147.2% | -123.9% | +12.6% |
| 1Y | +36.0% | +124.7% | -88.7% | +24.4% |
| All | +36.0% | +120.5% | -84.5% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling