+2,265.7%
TECK vs NVS
+803.1%
+1,462.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -13.9% | +18.1% | +14.2% |
| 7D | +7.8% | -14.6% | +22.4% | +18.9% |
| 30D | +8.3% | -11.9% | +20.2% | +16.3% |
| 3M | +16.1% | -6.0% | +22.0% | +17.9% |
| 6M | +42.9% | -11.4% | +54.2% | +51.8% |
| YTD | +50.8% | +2.9% | +47.8% | +42.7% |
| 1Y | +106.1% | +10.2% | +95.8% | +84.2% |
| 3Y | +84.0% | +55.3% | +28.7% | +22.6% |
| 5Y | +223.5% | +89.6% | +133.9% | +79.1% |
| 10Y | +378.1% | +176.1% | +202.0% | +90.1% |
| All | +2,265.7% | +803.1% | +1,462.7% | +488.8% |
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