+119.2%
ORLY vs NVS
+92.9%
+26.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | -14.3% | +11.9% | +1.6% |
| 30D | -6.8% | -10.0% | +3.2% | -4.5% |
| 3M | -4.8% | -10.9% | +6.1% | -2.1% |
| 6M | -9.1% | -12.0% | +2.9% | -6.4% |
| YTD | -5.9% | +2.5% | -8.4% | -7.2% |
| 1Y | -20.4% | +10.7% | -31.1% | -23.2% |
| 3Y | +36.6% | +53.3% | -16.7% | +19.3% |
| All | +119.2% | +92.9% | +26.2% | +75.8% |
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 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