+203.6%
TGT vs NVS
+179.5%
+24.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -5.2% | -14.3% | +9.0% | -0.4% |
| 30D | +1.2% | -10.0% | +11.1% | +4.3% |
| 3M | +18.4% | -10.9% | +29.3% | +22.3% |
| 6M | +33.4% | -12.0% | +45.4% | +38.3% |
| YTD | +63.8% | +2.5% | +61.3% | +60.1% |
| 1Y | +77.2% | +10.7% | +66.5% | +67.9% |
| 3Y | +41.8% | +53.3% | -11.5% | +16.9% |
| 5Y | -25.5% | +93.6% | -119.1% | -45.2% |
| All | +203.6% | +179.5% | +24.1% | +102.8% |
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 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