+111.0%
PBF vs NVS
+37.6%
+73.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +3.6% | -10.3% | -5.0% |
| 7D | -0.9% | +5.7% | -6.6% | +1.8% |
| 30D | -13.7% | +17.1% | -30.8% | -6.9% |
| 3M | +10.6% | +7.6% | +3.0% | +16.7% |
| 6M | +61.2% | +14.1% | +47.1% | +79.6% |
| YTD | +172.7% | +23.3% | +149.4% | +197.0% |
| 1Y | +111.0% | +36.0% | +75.0% | +124.7% |
| All | +111.0% | +37.6% | +73.4% | +124.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling