+245.8%
QCOM vs NVS
+249.7%
-3.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +2.5% |
| 7D | +2.0% | -2.8% | +4.8% | +3.2% |
| 30D | +1.2% | +11.5% | -10.2% | -3.0% |
| 3M | +9.1% | +3.7% | +5.4% | +6.3% |
| 6M | -25.0% | +10.4% | -35.4% | -29.7% |
| YTD | +4.8% | +19.8% | -15.0% | -5.7% |
| 1Y | +3.6% | +26.6% | -23.0% | -9.3% |
| 3Y | +51.5% | +90.1% | -38.6% | +5.5% |
| 5Y | +19.7% | +133.4% | -113.6% | -28.5% |
| 10Y | +245.8% | +251.0% | -5.2% | +67.9% |
| All | +245.8% | +249.7% | -3.9% | +67.9% |
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