+497.9%
PFE vs NVS
+1,272.2%
-774.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.2% |
| 7D | -3.0% | -2.8% | -0.1% | -1.6% |
| 30D | +5.2% | +11.5% | -6.2% | -0.4% |
| 3M | +12.2% | +3.7% | +8.6% | +9.3% |
| 6M | +17.8% | +10.4% | +7.4% | +10.9% |
| YTD | +26.2% | +19.8% | +6.4% | +13.8% |
| 1Y | +23.2% | +26.6% | -3.4% | +8.0% |
| 3Y | +21.3% | +90.1% | -68.8% | -13.8% |
| 5Y | -23.1% | +133.4% | -156.5% | -51.1% |
| 10Y | +50.7% | +251.0% | -200.3% | -22.3% |
| All | +497.9% | +1,272.2% | -774.3% | +68.9% |
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