+141.0%
PH vs NVS
+54.6%
+86.4%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | 0.0% | -15.4% | +15.4% | +3.0% |
| 30D | -10.3% | -12.3% | +2.0% | -8.3% |
| 3M | +5.1% | -7.8% | +12.9% | +5.8% |
| 6M | +2.3% | -13.0% | +15.3% | +4.4% |
| YTD | +8.7% | +2.8% | +5.9% | +7.1% |
| 1Y | +26.8% | +10.6% | +16.1% | +23.0% |
| All | +141.0% | +54.6% | +86.4% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling