+617.6%
PLTR vs NVS
+134.2%
+483.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.2% | -2.1% |
| 7D | +4.7% | -1.3% | +6.0% | +4.9% |
| 30D | -16.4% | +9.3% | -25.7% | -17.1% |
| 3M | -6.2% | +5.8% | -11.9% | -6.7% |
| 6M | +29.2% | +7.2% | +22.0% | +27.9% |
| YTD | -5.5% | +20.0% | -25.4% | -8.6% |
| 1Y | -2.4% | +25.4% | -27.8% | -6.4% |
| 3Y | +752.3% | +89.2% | +663.1% | +618.2% |
| All | +617.6% | +134.2% | +483.4% | +431.9% |
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 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