+176.0%
PBF vs NVS
+11.1%
+164.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | -15.7% | +18.0% | -3.9% |
| 30D | +11.6% | -11.1% | +22.6% | +7.5% |
| 3M | +81.7% | -7.2% | +88.9% | +80.1% |
| 6M | +96.4% | -12.3% | +108.8% | +92.4% |
| YTD | +189.5% | +2.8% | +186.7% | +187.6% |
| All | +176.0% | +11.1% | +164.9% | +173.9% |
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