+355.6%
SLB vs NVS
+1,269.4%
-913.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.0% |
| 7D | +0.8% | +4.0% | -3.2% | -1.2% |
| 30D | +15.8% | +3.6% | +12.2% | +13.5% |
| 3M | -0.3% | +7.8% | -8.2% | -4.5% |
| 6M | +21.3% | -0.2% | +21.5% | +20.2% |
| YTD | +52.3% | +19.6% | +32.7% | +38.9% |
| 1Y | +63.6% | +28.4% | +35.2% | +44.0% |
| 3Y | +3.8% | +76.2% | -72.4% | -22.2% |
| 5Y | +128.6% | +111.1% | +17.6% | +55.7% |
| 10Y | -3.1% | +224.3% | -227.3% | -45.3% |
| All | +355.6% | +1,269.4% | -913.8% | +72.1% |
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 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