+24.8%
NVS vs PTC
+10.3%
+14.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.0% | +0.8% | -1.9% | -1.0% |
| 30D | +12.5% | +1.2% | +11.3% | +12.5% |
| 3M | +5.2% | +32.6% | -27.4% | +4.5% |
| 6M | +8.2% | +36.1% | -27.9% | +8.0% |
| YTD | +19.8% | +12.7% | +7.1% | +22.5% |
| 1Y | +24.8% | +10.2% | +14.7% | +28.2% |
| All | +24.8% | +10.3% | +14.6% | +28.2% |
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