+10.7%
NVS vs PTC
-36.4%
+47.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -14.3% | -7.3% | -7.0% | -14.2% |
| 30D | -10.0% | -11.6% | +1.7% | -10.1% |
| 3M | -10.9% | +10.5% | -21.4% | -9.7% |
| 6M | -12.0% | -17.8% | +5.9% | -10.9% |
| YTD | +2.5% | -24.9% | +27.4% | +4.3% |
| 1Y | +10.7% | -36.8% | +47.5% | +15.9% |
| All | +10.7% | -36.4% | +47.1% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling