-71.8%
PYPL vs NVS
+134.2%
-206.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +0.1% | -1.3% | +1.3% | +0.6% |
| 30D | +5.7% | +9.3% | -3.6% | +2.0% |
| 3M | -1.9% | +5.8% | -7.7% | -4.8% |
| 6M | +31.8% | +7.2% | +24.6% | +26.8% |
| YTD | +2.4% | +20.0% | -17.5% | -6.5% |
| 1Y | -8.2% | +25.4% | -33.6% | -18.0% |
| 3Y | +10.2% | +89.2% | -79.0% | -22.7% |
| All | -71.8% | +134.2% | -206.0% | -83.4% |
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 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