+791.5%
PODD vs NVS
+436.1%
+355.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -13.9% | +10.4% | +4.5% |
| 7D | -4.1% | -14.6% | +10.5% | +4.3% |
| 30D | +0.8% | -11.9% | +12.7% | +7.4% |
| 3M | -6.1% | -6.0% | -0.1% | -4.1% |
| 6M | -40.0% | -11.4% | -28.6% | -36.7% |
| YTD | -49.9% | +2.9% | -52.9% | -51.8% |
| 1Y | -59.3% | +10.2% | -69.5% | -62.6% |
| 3Y | -17.2% | +55.3% | -72.6% | -40.2% |
| 5Y | -53.0% | +89.6% | -142.6% | -70.6% |
| 10Y | +226.1% | +176.1% | +50.1% | +54.9% |
| All | +791.5% | +436.1% | +355.4% | +114.4% |
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