+1,076.7%
NVS vs WY
+263.8%
+812.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -15.4% | -1.7% | -13.7% | -15.1% |
| 30D | -12.3% | -9.9% | -2.5% | -10.4% |
| 3M | -7.8% | -7.5% | -0.3% | -6.5% |
| 6M | -13.0% | -5.1% | -7.8% | -12.2% |
| YTD | +2.8% | -2.1% | +4.9% | +2.8% |
| 1Y | +10.6% | -7.3% | +18.0% | +11.8% |
| 3Y | +55.1% | -22.6% | +77.7% | +61.0% |
| 5Y | +91.7% | -19.8% | +111.5% | +94.9% |
| 10Y | +181.2% | +9.6% | +171.7% | +154.8% |
| All | +1,076.7% | +263.8% | +812.9% | +683.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling