+67.1%
PWR vs NVS
+10.8%
+56.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.4% | +5.2% |
| 7D | +4.2% | -14.3% | +18.5% | +5.8% |
| 30D | -4.0% | -10.0% | +5.9% | -3.8% |
| 3M | -4.8% | -10.9% | +6.1% | -4.6% |
| 6M | +14.6% | -12.0% | +26.6% | +13.9% |
| YTD | +54.2% | +2.5% | +51.7% | +49.3% |
| 1Y | +67.1% | +10.7% | +56.4% | +58.6% |
| All | +67.1% | +10.8% | +56.3% | +58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling