+341.8%
PBF vs NVS
+179.5%
+162.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +5.3% | -14.3% | +19.6% | +12.3% |
| 30D | +11.7% | -10.0% | +21.7% | +16.0% |
| 3M | +91.1% | -10.9% | +102.0% | +98.5% |
| 6M | +88.4% | -12.0% | +100.4% | +94.4% |
| YTD | +194.1% | +2.5% | +191.5% | +173.4% |
| 1Y | +180.4% | +10.7% | +169.7% | +147.0% |
| 3Y | +59.3% | +53.3% | +6.0% | +9.3% |
| 5Y | +816.3% | +93.6% | +722.7% | +395.1% |
| All | +341.8% | +179.5% | +162.3% | +115.0% |
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 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