+1,078.6%
NVS vs TECH
+5,746.6%
-4,668.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.2% | -13.8% | -13.9% |
| 7D | -14.6% | +0.2% | -14.8% | -14.6% |
| 30D | -11.9% | +0.1% | -12.1% | -11.9% |
| 3M | -6.0% | +37.5% | -43.4% | -10.4% |
| 6M | -11.4% | +34.6% | -46.0% | -15.9% |
| YTD | +2.9% | +23.5% | -20.6% | -1.3% |
| 1Y | +10.2% | +34.4% | -24.2% | +4.3% |
| 3Y | +55.3% | +2.3% | +53.0% | +49.7% |
| 5Y | +89.6% | -41.7% | +131.3% | +94.9% |
| 10Y | +176.1% | +177.6% | -1.6% | +124.7% |
| All | +1,078.6% | +5,746.6% | -4,668.0% | +500.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TECH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling