+256.0%
PH vs NVS
+92.5%
+163.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | 0.0% | -15.4% | +15.4% | +4.5% |
| 30D | -10.3% | -12.3% | +2.0% | -7.4% |
| 3M | +5.1% | -7.8% | +12.9% | +6.4% |
| 6M | +2.3% | -13.0% | +15.3% | +5.5% |
| YTD | +8.7% | +2.8% | +5.9% | +6.2% |
| 1Y | +26.8% | +10.6% | +16.1% | +20.7% |
| 3Y | +139.2% | +55.1% | +84.1% | +98.0% |
| All | +256.0% | +92.5% | +163.5% | +153.8% |
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