+36.2%
QCOM vs NVS
+88.8%
-52.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -13.9% | +17.1% | +5.5% |
| 7D | +5.1% | -14.6% | +19.7% | +7.6% |
| 30D | +4.3% | -11.9% | +16.2% | +6.0% |
| 3M | -19.6% | -6.0% | -13.7% | -19.9% |
| 6M | +29.5% | -11.4% | +40.9% | +31.0% |
| YTD | +3.4% | +2.9% | +0.5% | +0.4% |
| 1Y | +10.9% | +10.2% | +0.7% | +5.7% |
| 3Y | +74.8% | +55.3% | +19.5% | +52.2% |
| 5Y | +36.2% | +89.6% | -53.4% | +9.4% |
| All | +36.2% | +88.8% | -52.6% | +9.4% |
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