-81.0%
PYPL vs NVS
+92.5%
-173.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.9% | -15.7% | +9.8% | +0.2% |
| 30D | -9.4% | -11.1% | +1.7% | -5.7% |
| 3M | +31.3% | -7.2% | +38.5% | +33.9% |
| 6M | +19.1% | -12.3% | +31.4% | +24.3% |
| YTD | -7.9% | +2.8% | -10.6% | -10.5% |
| 1Y | -17.9% | +11.9% | -29.8% | -23.5% |
| 3Y | -11.6% | +55.1% | -66.7% | -31.5% |
| 5Y | -81.0% | +94.1% | -175.1% | -87.7% |
| All | -81.0% | +92.5% | -173.5% | -87.7% |
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