+6.4%
OXY vs NVS
+179.5%
-173.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.8% | -14.3% | +17.1% | +9.1% |
| 30D | +5.5% | -10.0% | +15.4% | +9.1% |
| 3M | +11.3% | -10.9% | +22.2% | +15.4% |
| 6M | +11.6% | -12.0% | +23.6% | +15.5% |
| YTD | +51.6% | +2.5% | +49.0% | +44.5% |
| 1Y | +36.2% | +10.7% | +25.5% | +24.3% |
| 3Y | +1.7% | +53.3% | -51.6% | -25.0% |
| 5Y | +164.5% | +93.6% | +70.9% | +61.9% |
| All | +6.4% | +179.5% | -173.1% | -39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling