+134.1%
PSX vs NVS
+54.2%
+79.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +1.7% | -14.3% | +16.0% | +3.1% |
| 30D | +15.6% | -10.0% | +25.6% | +16.4% |
| 3M | +46.5% | -10.9% | +57.3% | +47.4% |
| 6M | +55.0% | -12.0% | +67.0% | +56.5% |
| YTD | +105.3% | +2.5% | +102.8% | +99.0% |
| 1Y | +101.6% | +10.7% | +90.9% | +91.0% |
| 3Y | +134.1% | +53.3% | +80.8% | +99.2% |
| All | +134.1% | +54.2% | +79.9% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling