+1,663.6%
PBR vs NVS
+816.1%
+847.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +5.4% | -14.3% | +19.6% | +15.1% |
| 30D | +22.9% | -10.0% | +32.8% | +29.5% |
| 3M | +19.6% | -10.9% | +30.5% | +26.3% |
| 6M | +16.5% | -12.0% | +28.4% | +22.9% |
| YTD | +86.7% | +2.5% | +84.1% | +76.2% |
| 1Y | +74.7% | +10.7% | +64.0% | +55.1% |
| 3Y | +102.6% | +53.3% | +49.3% | +37.3% |
| 5Y | +566.6% | +93.6% | +473.0% | +264.4% |
| 10Y | +686.1% | +180.6% | +505.5% | +233.3% |
| All | +1,663.6% | +816.1% | +847.5% | +328.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling