+1.4%
SLB vs NVS
+54.6%
-53.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -1.9% | -15.4% | +13.5% | +0.9% |
| 30D | +7.8% | -12.3% | +20.1% | +10.0% |
| 3M | +2.7% | -7.8% | +10.5% | +3.1% |
| 6M | +22.2% | -13.0% | +35.1% | +24.6% |
| YTD | +51.1% | +2.8% | +48.3% | +47.2% |
| 1Y | +63.3% | +10.6% | +52.7% | +55.7% |
| All | +1.4% | +54.6% | -53.2% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling