+174.9%
NVS vs SNY
+64.5%
+110.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -14.3% | -3.3% | -10.9% | -12.8% |
| 30D | -10.0% | -2.2% | -7.8% | -8.9% |
| 3M | -10.9% | -3.0% | -7.9% | -9.6% |
| 6M | -12.0% | +2.7% | -14.7% | -13.0% |
| YTD | +2.5% | -6.8% | +9.4% | +5.6% |
| 1Y | +10.7% | -5.3% | +15.9% | +12.9% |
| 3Y | +53.3% | -9.8% | +63.1% | +55.2% |
| 5Y | +93.6% | +9.7% | +83.9% | +73.5% |
| All | +174.9% | +64.5% | +110.4% | +98.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling