-13.8%
PEP vs NVS
+54.8%
-68.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.9% | +14.5% | +3.9% |
| 7D | +0.1% | -14.6% | +14.7% | +3.6% |
| 30D | +0.7% | -11.9% | +12.6% | +3.2% |
| 3M | -0.5% | -6.0% | +5.4% | -0.2% |
| 6M | -11.3% | -11.4% | +0.1% | -9.5% |
| YTD | -0.6% | +2.9% | -3.5% | -3.0% |
| 1Y | +1.7% | +10.2% | -8.6% | -3.2% |
| All | -13.8% | +54.8% | -68.6% | -27.8% |
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