-21.4%
PFE vs NVS
+89.9%
-111.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -4.3% | -15.4% | +11.1% | +3.4% |
| 30D | +2.7% | -12.3% | +15.0% | +8.8% |
| 3M | +10.0% | -7.8% | +17.8% | +13.2% |
| 6M | +7.2% | -13.0% | +20.1% | +13.6% |
| YTD | +17.3% | +2.8% | +14.6% | +13.5% |
| 1Y | +20.3% | +10.6% | +9.7% | +11.8% |
| 3Y | -1.6% | +55.1% | -56.7% | -23.2% |
| 5Y | -21.4% | +91.7% | -113.0% | -45.6% |
| All | -21.4% | +89.9% | -111.3% | -45.6% |
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