-25.0%
TEVA vs NVS
+179.5%
-204.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.2% |
| 7D | +2.0% | -14.3% | +16.3% | +11.0% |
| 30D | +1.0% | -10.0% | +10.9% | +6.1% |
| 3M | +7.3% | -10.9% | +18.2% | +13.5% |
| 6M | +21.7% | -12.0% | +33.7% | +29.7% |
| YTD | +18.8% | +2.5% | +16.3% | +14.1% |
| 1Y | +86.5% | +10.7% | +75.8% | +69.5% |
| 3Y | +269.4% | +53.3% | +216.1% | +159.8% |
| 5Y | +303.6% | +93.6% | +210.0% | +131.4% |
| All | -25.0% | +179.5% | -204.5% | -67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling