+1,269.4%
NVS vs PTC
+120.1%
+1,149.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.1% | -1.4% |
| 7D | +4.0% | -10.3% | +14.3% | +5.0% |
| 30D | +3.6% | +1.1% | +2.5% | +3.4% |
| 3M | +7.8% | +1.6% | +6.2% | +7.3% |
| 6M | -0.2% | -13.5% | +13.3% | +0.7% |
| YTD | +19.6% | -19.1% | +38.6% | +21.2% |
| 1Y | +28.4% | -33.9% | +62.2% | +32.4% |
| 3Y | +76.2% | -3.9% | +80.1% | +74.6% |
| 5Y | +111.1% | +6.0% | +105.0% | +105.7% |
| 10Y | +224.3% | +223.7% | +0.5% | +181.4% |
| All | +1,269.4% | +120.1% | +1,149.3% | +880.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling