+40.1%
PYPL vs NVS
+179.5%
-139.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.3% | -14.3% | +12.0% | +5.6% |
| 30D | -9.0% | -10.0% | +0.9% | -4.6% |
| 3M | +30.6% | -10.9% | +41.5% | +37.3% |
| 6M | +18.6% | -12.0% | +30.5% | +25.1% |
| YTD | -7.2% | +2.5% | -9.7% | -10.6% |
| 1Y | -19.3% | +10.7% | -29.9% | -26.1% |
| 3Y | -12.3% | +53.3% | -65.6% | -36.4% |
| 5Y | -80.9% | +93.6% | -174.5% | -88.4% |
| All | +40.1% | +179.5% | -139.4% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling