+94.3%
ORCL vs NVS
+88.8%
+5.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -13.9% | +16.3% | +2.7% |
| 7D | +15.0% | -14.6% | +29.6% | +15.4% |
| 30D | +10.5% | -11.9% | +22.5% | +10.8% |
| 3M | -23.0% | -6.0% | -17.1% | -23.3% |
| 6M | +7.0% | -11.4% | +18.4% | +7.2% |
| YTD | -15.8% | +2.9% | -18.7% | -17.7% |
| 1Y | -31.1% | +10.2% | -41.3% | -33.6% |
| 3Y | +33.3% | +55.3% | -22.0% | +16.4% |
| 5Y | +94.3% | +89.6% | +4.7% | +57.4% |
| All | +94.3% | +88.8% | +5.5% | +57.4% |
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