+35.5%
ORCL vs NVS
+135.9%
-100.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +3.2% |
| 7D | +0.5% | +1.3% | -0.9% | +0.5% |
| 30D | -15.3% | +13.9% | -29.2% | -15.3% |
| 3M | -18.2% | +4.7% | -22.9% | -18.1% |
| 6M | -38.4% | +12.1% | -50.5% | -38.8% |
| YTD | -37.7% | +22.3% | -60.1% | -39.2% |
| 1Y | -49.3% | +33.5% | -82.8% | -51.3% |
| 3Y | +10.6% | +94.7% | -84.1% | -5.4% |
| 5Y | +35.5% | +137.6% | -102.1% | +2.2% |
| All | +35.5% | +135.9% | -100.4% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling