+139.2%
SLB vs NVS
+88.8%
+50.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.9% | +13.2% | +2.7% |
| 7D | +0.4% | -14.6% | +15.0% | +4.1% |
| 30D | +13.6% | -11.9% | +25.5% | +16.6% |
| 3M | +1.5% | -6.0% | +7.5% | +1.8% |
| 6M | +23.0% | -11.4% | +34.4% | +25.6% |
| YTD | +51.2% | +2.9% | +48.3% | +47.0% |
| 1Y | +63.5% | +10.2% | +53.2% | +55.2% |
| 3Y | +2.5% | +55.3% | -52.8% | -14.4% |
| 5Y | +139.2% | +89.6% | +49.6% | +87.1% |
| All | +139.2% | +88.8% | +50.4% | +87.1% |
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 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