-13.1%
SLB vs NVS
+260.1%
-273.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.4% |
| 7D | +3.5% | -1.3% | +4.8% | +4.1% |
| 30D | +6.5% | +9.3% | -2.8% | +2.1% |
| 3M | -0.2% | +5.8% | -6.0% | -4.3% |
| 6M | -5.7% | +7.2% | -12.9% | -10.7% |
| YTD | +36.8% | +20.0% | +16.9% | +21.9% |
| 1Y | +45.8% | +25.4% | +20.4% | +26.7% |
| 3Y | +3.4% | +89.2% | -85.8% | -30.2% |
| 5Y | +76.1% | +134.6% | -58.5% | +0.4% |
| All | -13.1% | +260.1% | -273.2% | -54.1% |
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