+275.4%
ORCL vs NVS
+259.5%
+15.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +10.4% | -1.0% | +11.4% | +10.6% |
| 30D | -11.2% | +12.5% | -23.8% | -14.3% |
| 3M | -16.8% | +5.2% | -22.0% | -18.8% |
| 6M | -31.5% | +8.2% | -39.6% | -34.3% |
| YTD | -33.9% | +19.8% | -53.7% | -39.6% |
| 1Y | -43.3% | +24.8% | -68.1% | -49.0% |
| 3Y | +16.5% | +90.0% | -73.6% | -16.2% |
| 5Y | +45.4% | +134.3% | -88.9% | -8.9% |
| All | +275.4% | +259.5% | +15.9% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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