+175.5%
NVS vs PTC
+200.2%
-24.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -15.7% | -14.2% | -1.5% | -13.8% |
| 30D | -11.1% | -14.4% | +3.4% | -9.1% |
| 3M | -7.2% | -4.7% | -2.5% | -6.9% |
| 6M | -12.3% | -19.3% | +7.0% | -10.0% |
| YTD | +2.8% | -26.1% | +28.9% | +6.7% |
| 1Y | +11.9% | -37.1% | +49.0% | +19.1% |
| 3Y | +55.1% | -10.4% | +65.5% | +53.4% |
| 5Y | +94.1% | +2.5% | +91.6% | +84.9% |
| All | +175.5% | +200.2% | -24.7% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 10y: compounded portfolio wealth divided by compounded PTC 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…
10y analysis · Full analysis span regression · 6 months rolling