-40.9%
TSCO vs NVS
+27.7%
-68.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.7% |
| 7D | +0.8% | +4.0% | -3.2% | -0.5% |
| 30D | +5.5% | +3.6% | +1.9% | +4.1% |
| 3M | +20.0% | +7.8% | +12.1% | +16.0% |
| 6M | -29.8% | -0.2% | -29.6% | -30.4% |
| YTD | -28.7% | +19.6% | -48.2% | -32.5% |
| 1Y | -40.9% | +28.4% | -69.3% | -45.1% |
| All | -40.9% | +27.7% | -68.6% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling