-19.0%
PYPL vs NVS
+27.7%
-46.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.8% |
| 7D | +2.4% | +4.0% | -1.6% | +1.6% |
| 30D | -5.1% | +3.6% | -8.7% | -5.9% |
| 3M | +28.6% | +7.8% | +20.8% | +26.3% |
| 6M | +17.9% | -0.2% | +18.1% | +18.8% |
| YTD | -5.3% | +19.6% | -24.8% | -8.5% |
| 1Y | -19.0% | +28.4% | -47.4% | -22.9% |
| All | -19.0% | +27.7% | -46.8% | -22.9% |
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