+133.3%
PSX vs NVS
+54.6%
+78.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.5% | -15.7% | +17.2% | +3.1% |
| 30D | +15.8% | -11.1% | +26.9% | +16.8% |
| 3M | +43.0% | -7.2% | +50.2% | +43.1% |
| 6M | +61.1% | -12.3% | +73.4% | +62.8% |
| YTD | +104.5% | +2.8% | +101.8% | +98.2% |
| 1Y | +102.5% | +11.9% | +90.6% | +91.3% |
| All | +133.3% | +54.6% | +78.7% | +98.5% |
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