+102.6%
PBR vs NVS
+54.2%
+48.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +5.4% | -14.3% | +19.6% | +6.7% |
| 30D | +22.9% | -10.0% | +32.8% | +23.5% |
| 3M | +19.6% | -10.9% | +30.5% | +20.3% |
| 6M | +16.5% | -12.0% | +28.4% | +17.3% |
| YTD | +86.7% | +2.5% | +84.1% | +82.2% |
| 1Y | +74.7% | +10.7% | +64.0% | +67.8% |
| 3Y | +102.6% | +53.3% | +49.3% | +77.6% |
| All | +102.6% | +54.2% | +48.4% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling