+3,888.4%
ORCL vs NVS
+1,269.4%
+2,619.1%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.9% | +5.0% | +3.9% |
| 7D | +5.3% | +4.0% | +1.2% | +3.3% |
| 30D | +10.0% | +3.6% | +6.4% | +8.0% |
| 3M | -32.6% | +7.8% | -40.4% | -35.4% |
| 6M | +4.9% | -0.2% | +5.1% | +3.5% |
| YTD | -17.8% | +19.6% | -37.3% | -25.3% |
| 1Y | -28.0% | +28.4% | -56.4% | -37.1% |
| 3Y | +36.0% | +76.2% | -40.2% | +0.6% |
| 5Y | +88.7% | +111.1% | -22.4% | +26.7% |
| 10Y | +346.9% | +224.3% | +122.6% | +142.5% |
| All | +3,888.4% | +1,269.4% | +2,619.1% | +1,268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling