+469.4%
PWR vs NVS
+92.9%
+376.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.4% | +5.2% |
| 7D | +4.2% | -14.3% | +18.5% | +6.5% |
| 30D | -4.0% | -10.0% | +5.9% | -3.0% |
| 3M | -4.8% | -10.9% | +6.1% | -3.7% |
| 6M | +14.6% | -12.0% | +26.6% | +15.9% |
| YTD | +54.2% | +2.5% | +51.7% | +51.8% |
| 1Y | +67.1% | +10.7% | +56.4% | +62.1% |
| 3Y | +218.5% | +53.3% | +165.2% | +179.4% |
| All | +469.4% | +92.9% | +376.5% | +340.2% |
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 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