+147.9%
OXY vs NVS
+92.9%
+55.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +2.8% | -14.3% | +17.1% | +4.7% |
| 30D | +5.5% | -10.0% | +15.4% | +6.5% |
| 3M | +11.3% | -10.9% | +22.2% | +12.5% |
| 6M | +11.6% | -12.0% | +23.6% | +13.0% |
| YTD | +51.6% | +2.5% | +49.0% | +47.8% |
| 1Y | +36.2% | +10.7% | +25.5% | +30.4% |
| 3Y | +1.7% | +53.3% | -51.6% | -11.5% |
| All | +147.9% | +92.9% | +55.0% | +103.0% |
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 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