+1,660.3%
PLTR vs NVS
+97.1%
+1,563.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.8% |
| 7D | -4.1% | -14.3% | +10.2% | -2.9% |
| 30D | -2.2% | -10.0% | +7.7% | -1.4% |
| 3M | +27.6% | -10.9% | +38.5% | +28.6% |
| 6M | +10.3% | -12.0% | +22.3% | +11.3% |
| YTD | -5.9% | +2.5% | -8.4% | -7.2% |
| 1Y | +1.7% | +10.7% | -8.9% | -0.9% |
| 3Y | +959.1% | +53.3% | +905.8% | +860.8% |
| 5Y | +536.3% | +93.6% | +442.7% | +428.1% |
| All | +1,660.3% | +97.1% | +1,563.2% | +1,259.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling