+1,692.6%
PLTR vs NVS
+97.9%
+1,594.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.9% | +11.6% | -1.2% |
| 7D | -5.3% | -14.6% | +9.3% | -4.2% |
| 30D | -1.0% | -11.9% | +10.9% | 0.0% |
| 3M | +24.8% | -6.0% | +30.7% | +25.1% |
| 6M | +8.4% | -11.4% | +19.7% | +9.3% |
| YTD | -4.2% | +2.9% | -7.1% | -5.6% |
| 1Y | +9.1% | +10.2% | -1.1% | +6.4% |
| 3Y | +1,025.6% | +55.3% | +970.3% | +917.9% |
| 5Y | +565.8% | +89.6% | +476.1% | +451.4% |
| All | +1,692.6% | +97.9% | +1,594.8% | +1,283.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling