+46.5%
PYPL vs NVS
+136.0%
-89.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -13.9% | +10.7% | +4.5% |
| 7D | +1.7% | -14.6% | +16.3% | +10.4% |
| 30D | -9.7% | -11.9% | +2.2% | -4.1% |
| 3M | +29.2% | -6.0% | +35.2% | +31.7% |
| 6M | +13.9% | -11.4% | +25.3% | +19.7% |
| YTD | -8.1% | +2.9% | -11.0% | -11.7% |
| 1Y | -21.4% | +10.2% | -31.6% | -27.9% |
| 3Y | -11.8% | +55.3% | -67.1% | -36.6% |
| 5Y | -81.1% | +89.6% | -170.8% | -88.4% |
| 10Y | +36.9% | +176.1% | -139.1% | -32.4% |
| All | +46.5% | +136.0% | -89.5% | -17.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling