+54.4%
PYPL vs NVS
+260.1%
-205.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.1% | -1.3% | +1.3% | +0.7% |
| 30D | +5.7% | +9.3% | -3.6% | +0.5% |
| 3M | -1.9% | +5.8% | -7.7% | -6.0% |
| 6M | +31.8% | +7.2% | +24.6% | +24.7% |
| YTD | +2.4% | +20.0% | -17.5% | -9.8% |
| 1Y | -8.2% | +25.4% | -33.6% | -21.4% |
| 3Y | +10.2% | +89.2% | -79.0% | -29.8% |
| 5Y | -71.2% | +134.6% | -205.8% | -84.6% |
| All | +54.4% | +260.1% | -205.6% | -30.0% |
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