+1,076.7%
NVS vs PPG
+649.5%
+427.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -15.7% | -5.1% | -10.6% | -14.5% |
| 30D | -11.1% | -9.6% | -1.5% | -8.7% |
| 3M | -7.2% | -6.4% | -0.8% | -5.8% |
| 6M | -12.3% | +0.5% | -12.8% | -12.9% |
| YTD | +2.8% | +4.4% | -1.7% | +0.8% |
| 1Y | +11.9% | -0.9% | +12.8% | +11.2% |
| 3Y | +55.1% | -17.0% | +72.0% | +59.2% |
| 5Y | +94.1% | -23.7% | +117.7% | +99.6% |
| 10Y | +181.2% | +25.9% | +155.4% | +143.2% |
| All | +1,076.7% | +649.5% | +427.2% | +473.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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