+94.0%
NVS vs TECH
-43.3%
+137.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -14.3% | -0.4% | -13.8% | -14.2% |
| 30D | -10.0% | 0.0% | -9.9% | -9.9% |
| 3M | -10.9% | +33.7% | -44.5% | -14.3% |
| 6M | -12.0% | +34.9% | -46.9% | -15.9% |
| YTD | +2.5% | +23.2% | -20.6% | -1.1% |
| 1Y | +10.7% | +36.3% | -25.6% | +5.2% |
| 3Y | +53.3% | +2.3% | +51.0% | +48.6% |
| All | +94.0% | -43.3% | +137.3% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling