+10.6%
ORCL vs NVS
+92.9%
-82.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.3% |
| 7D | +0.5% | +1.3% | -0.9% | +0.8% |
| 30D | -15.3% | +13.9% | -29.2% | -13.1% |
| 3M | -18.2% | +4.7% | -22.9% | -16.9% |
| 6M | -38.4% | +12.1% | -50.5% | -36.8% |
| YTD | -37.7% | +22.3% | -60.1% | -36.0% |
| 1Y | -49.3% | +33.5% | -82.8% | -47.8% |
| 3Y | +10.6% | +94.7% | -84.1% | +13.0% |
| All | +10.6% | +92.9% | -82.3% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling