+3.2%
PEP vs NVS
+89.9%
-86.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | -1.7% | -15.4% | +13.7% | +2.6% |
| 30D | +0.3% | -12.3% | +12.6% | +3.4% |
| 3M | -3.2% | -7.8% | +4.6% | -2.0% |
| 6M | -13.6% | -13.0% | -0.6% | -10.9% |
| YTD | -1.9% | +2.8% | -4.6% | -4.2% |
| 1Y | -0.6% | +10.6% | -11.2% | -5.6% |
| 3Y | -13.6% | +55.1% | -68.7% | -27.8% |
| 5Y | +3.2% | +91.7% | -88.5% | -20.1% |
| All | +3.2% | +89.9% | -86.7% | -20.1% |
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