+303.3%
SLB vs NVS
+1,271.6%
-968.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.6% | -1.0% | +3.6% | +3.0% |
| 30D | +4.4% | +12.5% | -8.1% | -1.1% |
| 3M | -2.7% | +5.2% | -7.9% | -6.2% |
| 6M | -7.5% | +8.2% | -15.7% | -12.4% |
| YTD | +34.8% | +19.8% | +15.1% | +21.7% |
| 1Y | +44.6% | +24.8% | +19.8% | +27.9% |
| 3Y | +3.2% | +90.0% | -86.8% | -26.0% |
| 5Y | +73.6% | +134.3% | -60.7% | +11.3% |
| 10Y | -14.3% | +250.8% | -265.1% | -53.7% |
| All | +303.3% | +1,271.6% | -968.3% | +50.7% |
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