+802.0%
PBF vs NVS
+92.5%
+709.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.3% | -15.7% | +18.0% | +3.0% |
| 30D | +11.6% | -11.1% | +22.6% | +11.9% |
| 3M | +81.7% | -7.2% | +88.9% | +81.6% |
| 6M | +96.4% | -12.3% | +108.8% | +97.5% |
| YTD | +189.5% | +2.8% | +186.7% | +180.6% |
| 1Y | +180.7% | +11.9% | +168.8% | +166.4% |
| 3Y | +56.6% | +55.1% | +1.6% | +38.0% |
| 5Y | +802.0% | +94.1% | +707.9% | +693.3% |
| All | +802.0% | +92.5% | +709.5% | +693.3% |
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