+3,050.0%
TGT vs NVS
+1,076.7%
+1,973.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -3.6% | -15.4% | +11.8% | +2.4% |
| 30D | +4.4% | -12.3% | +16.7% | +9.3% |
| 3M | +25.4% | -7.8% | +33.2% | +28.3% |
| 6M | +33.4% | -13.0% | +46.3% | +39.5% |
| YTD | +65.6% | +2.8% | +62.8% | +61.7% |
| 1Y | +80.3% | +10.6% | +69.7% | +70.6% |
| 3Y | +42.1% | +55.1% | -12.9% | +15.7% |
| 5Y | -25.0% | +91.7% | -116.7% | -44.7% |
| 10Y | +208.2% | +181.2% | +27.0% | +90.4% |
| All | +3,050.0% | +1,076.7% | +1,973.2% | +916.3% |
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