+295.3%
SLB vs NVS
+1,297.4%
-1,002.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -4.3% | +2.5% | -6.8% | -5.3% |
| 30D | +1.9% | +13.6% | -11.6% | -3.8% |
| 3M | -5.7% | +4.1% | -9.8% | -8.7% |
| 6M | -5.3% | +11.8% | -17.1% | -11.6% |
| YTD | +32.2% | +22.0% | +10.1% | +18.3% |
| 1Y | +38.5% | +32.3% | +6.2% | +19.4% |
| 3Y | +1.1% | +93.6% | -92.5% | -28.0% |
| 5Y | +70.3% | +136.7% | -66.4% | +8.8% |
| 10Y | -17.3% | +254.6% | -271.9% | -55.5% |
| All | +295.3% | +1,297.4% | -1,002.0% | +46.6% |
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