+10,948.7%
QCOM vs NVS
+1,301.1%
+9,647.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.3% |
| 7D | +5.8% | +1.3% | +4.4% | +5.3% |
| 30D | -2.3% | +13.9% | -16.2% | -8.0% |
| 3M | +2.7% | +4.7% | -2.0% | -0.8% |
| 6M | -21.0% | +12.1% | -33.1% | -26.8% |
| YTD | +1.8% | +22.3% | -20.5% | -9.8% |
| 1Y | +2.4% | +33.5% | -31.1% | -13.1% |
| 3Y | +52.1% | +94.7% | -42.6% | +5.1% |
| 5Y | +14.6% | +137.6% | -122.9% | -29.7% |
| 10Y | +230.9% | +254.5% | -23.6% | +65.3% |
| All | +10,948.7% | +1,301.1% | +9,647.6% | +3,159.5% |
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