+8,313.4%
PWR vs NVS
+705.5%
+7,607.9%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -0.2% | -15.7% | +15.5% | +6.9% |
| 30D | -7.7% | -11.1% | +3.3% | -3.8% |
| 3M | -4.9% | -7.2% | +2.3% | -3.3% |
| 6M | +9.7% | -12.3% | +22.1% | +14.6% |
| YTD | +46.7% | +2.8% | +43.9% | +41.9% |
| 1Y | +58.7% | +11.9% | +46.8% | +47.1% |
| 3Y | +200.7% | +55.1% | +145.7% | +131.1% |
| 5Y | +438.6% | +94.1% | +344.5% | +264.8% |
| 10Y | +2,392.1% | +181.2% | +2,210.9% | +1,285.2% |
| All | +8,313.4% | +705.5% | +7,607.9% | +2,805.5% |
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 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