+469.3%
PFE vs NVS
+1,269.4%
-800.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.3% |
| 7D | +1.8% | +4.0% | -2.3% | -0.4% |
| 30D | +10.2% | +3.6% | +6.6% | +8.2% |
| 3M | +12.7% | +7.8% | +4.9% | +8.2% |
| 6M | +10.5% | -0.2% | +10.7% | +10.1% |
| YTD | +20.2% | +19.6% | +0.6% | +9.2% |
| 1Y | +24.1% | +28.4% | -4.3% | +8.8% |
| 3Y | -3.6% | +76.2% | -79.8% | -28.4% |
| 5Y | -20.9% | +111.1% | -131.9% | -46.8% |
| 10Y | +35.8% | +224.3% | -188.4% | -26.7% |
| All | +469.3% | +1,269.4% | -800.1% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling