+1,668.3%
PLTR vs NVS
+130.6%
+1,537.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | +4.7% | -1.3% | +6.0% | +4.8% |
| 30D | -16.4% | +9.3% | -25.7% | -17.0% |
| 3M | -6.2% | +5.8% | -11.9% | -6.6% |
| 6M | +29.2% | +7.2% | +22.0% | +28.2% |
| YTD | -5.5% | +20.0% | -25.4% | -8.0% |
| 1Y | -2.4% | +25.4% | -27.8% | -5.6% |
| 3Y | +752.3% | +89.2% | +663.1% | +650.9% |
| 5Y | +635.8% | +134.6% | +501.2% | +504.7% |
| All | +1,668.3% | +130.6% | +1,537.7% | +1,248.2% |
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