+1,112.1%
PSX vs NVS
+441.2%
+670.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | +4.5% | +4.0% | +0.5% | +2.6% |
| 30D | +26.6% | +3.6% | +23.0% | +24.3% |
| 3M | +39.3% | +7.8% | +31.5% | +33.6% |
| 6M | +56.8% | -0.2% | +57.0% | +55.2% |
| YTD | +101.8% | +19.6% | +82.2% | +82.0% |
| 1Y | +99.6% | +28.4% | +71.2% | +72.8% |
| 3Y | +140.3% | +76.2% | +64.2% | +72.9% |
| 5Y | +339.3% | +111.1% | +228.3% | +179.1% |
| 10Y | +369.9% | +224.3% | +145.6% | +136.2% |
| All | +1,112.1% | +441.2% | +670.9% | +345.0% |
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