+4.4%
PEP vs NVS
+134.2%
-129.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.3% |
| 30D | +12.5% | +9.3% | +3.2% | +9.8% |
| 3M | +4.5% | +5.8% | -1.3% | +2.1% |
| 6M | -0.5% | +7.2% | -7.7% | -3.4% |
| YTD | +4.4% | +20.0% | -15.5% | -2.5% |
| 1Y | +4.4% | +25.4% | -21.0% | -4.0% |
| 3Y | -3.4% | +89.2% | -92.6% | -23.9% |
| All | +4.4% | +134.2% | -129.8% | -23.6% |
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 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