-0.5%
PEP vs NVS
+8.3%
-8.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.1% | +2.2% |
| 7D | +2.9% | -1.3% | +4.2% | +3.1% |
| 30D | +12.5% | +9.3% | +3.2% | +11.7% |
| 3M | +4.5% | +5.8% | -1.3% | +3.3% |
| 6M | -0.5% | +7.2% | -7.7% | -2.1% |
| All | -0.5% | +8.3% | -8.8% | -2.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling