+1.1%
SLB vs NVS
+93.6%
-92.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -4.3% | +2.5% | -6.8% | -4.6% |
| 30D | +1.9% | +13.6% | -11.6% | -0.1% |
| 3M | -5.7% | +4.1% | -9.8% | -6.5% |
| 6M | -5.3% | +11.8% | -17.1% | -8.2% |
| YTD | +32.2% | +22.0% | +10.1% | +25.3% |
| 1Y | +38.5% | +32.3% | +6.2% | +28.4% |
| 3Y | +1.1% | +93.6% | -92.5% | -17.4% |
| All | +1.1% | +93.6% | -92.5% | -17.4% |
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 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