+302.5%
PSX vs NVS
+134.2%
+168.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | +7.8% | -1.3% | +9.1% | +8.0% |
| 30D | -10.9% | +9.3% | -20.2% | -12.1% |
| 3M | +14.5% | +5.8% | +8.7% | +13.0% |
| 6M | +56.1% | +7.2% | +48.9% | +53.3% |
| YTD | +109.6% | +20.0% | +89.6% | +98.7% |
| 1Y | +95.5% | +25.4% | +70.1% | +83.0% |
| 3Y | +156.2% | +89.2% | +67.0% | +110.3% |
| All | +302.5% | +134.2% | +168.3% | +199.7% |
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