+55.3%
NVS vs PTC
-8.0%
+63.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -5.5% | -8.4% | -13.6% |
| 7D | -14.6% | -12.8% | -1.8% | -14.1% |
| 30D | -11.9% | -9.8% | -2.1% | -11.5% |
| 3M | -6.0% | -2.1% | -3.9% | -5.8% |
| 6M | -11.4% | -18.1% | +6.7% | -10.1% |
| YTD | +2.9% | -23.5% | +26.4% | +5.0% |
| 1Y | +10.2% | -37.4% | +47.6% | +14.3% |
| 3Y | +55.3% | -7.2% | +62.5% | +50.6% |
| All | +55.3% | -8.0% | +63.3% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling