+10.7%
NVS vs WY
-9.1%
+19.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.3% |
| 7D | -14.3% | -4.2% | -10.1% | -13.3% |
| 30D | -10.0% | -10.1% | +0.1% | -7.6% |
| 3M | -10.9% | -8.5% | -2.4% | -9.0% |
| 6M | -12.0% | -3.3% | -8.6% | -11.0% |
| YTD | +2.5% | -4.4% | +6.9% | +3.8% |
| 1Y | +10.7% | -11.5% | +22.2% | +17.6% |
| All | +10.7% | -9.1% | +19.7% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling