+281.8%
QCOM vs NVS
+177.6%
+104.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +4.4% | -15.4% | +19.7% | +10.7% |
| 30D | +9.4% | -12.3% | +21.7% | +13.9% |
| 3M | -13.7% | -7.8% | -5.9% | -12.6% |
| 6M | +28.9% | -13.0% | +41.9% | +33.7% |
| YTD | +4.7% | +2.8% | +2.0% | +0.3% |
| 1Y | +13.5% | +10.6% | +2.9% | +4.7% |
| 3Y | +77.1% | +55.1% | +22.0% | +35.5% |
| 5Y | +38.9% | +91.7% | -52.8% | -8.3% |
| 10Y | +281.8% | +181.2% | +100.6% | +107.2% |
| All | +281.8% | +177.6% | +104.2% | +107.2% |
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 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