+91.7%
NVS vs PTC
-0.9%
+92.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | -15.4% | -13.6% | -1.8% | -14.2% |
| 30D | -12.3% | -14.7% | +2.3% | -11.0% |
| 3M | -7.8% | -5.9% | -1.9% | -7.4% |
| 6M | -13.0% | -21.1% | +8.2% | -10.9% |
| YTD | +2.8% | -26.0% | +28.8% | +5.9% |
| 1Y | +10.6% | -36.8% | +47.5% | +16.1% |
| 3Y | +55.1% | -10.3% | +65.3% | +52.6% |
| 5Y | +91.7% | +1.2% | +90.5% | +80.0% |
| All | +91.7% | -0.9% | +92.6% | +80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling