+48.8%
PFE vs NVS
+260.1%
-211.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.0% |
| 30D | +0.3% | +9.3% | -8.9% | -4.5% |
| 3M | +9.4% | +5.8% | +3.6% | +4.9% |
| 6M | +14.9% | +7.2% | +7.7% | +9.1% |
| YTD | +23.8% | +20.0% | +3.8% | +9.9% |
| 1Y | +19.5% | +25.4% | -5.9% | +3.3% |
| 3Y | +21.0% | +89.2% | -68.2% | -17.9% |
| 5Y | -23.9% | +134.6% | -158.5% | -55.3% |
| All | +48.8% | +260.1% | -211.3% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling