+764.4%
TEVA vs NVS
+1,074.0%
-309.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +2.0% | -14.3% | +16.3% | +7.9% |
| 30D | +1.0% | -10.0% | +10.9% | +4.5% |
| 3M | +7.3% | -10.9% | +18.2% | +11.6% |
| 6M | +21.7% | -12.0% | +33.7% | +27.2% |
| YTD | +18.8% | +2.5% | +16.3% | +16.5% |
| 1Y | +86.5% | +10.7% | +75.8% | +76.9% |
| 3Y | +269.4% | +53.3% | +216.1% | +203.4% |
| 5Y | +303.6% | +93.6% | +210.0% | +200.1% |
| 10Y | -22.9% | +180.6% | -203.5% | -49.2% |
| All | +764.4% | +1,074.0% | -309.5% | +307.3% |
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