+4.6%
TSLA vs NVS
+27.7%
-23.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -6.0% |
| 7D | +1.5% | +4.0% | -2.5% | +1.9% |
| 30D | +10.1% | +3.6% | +6.5% | +10.6% |
| 3M | -15.4% | +7.8% | -23.2% | -15.3% |
| 6M | -12.8% | -0.2% | -12.6% | -12.9% |
| YTD | -21.3% | +19.6% | -40.8% | -19.9% |
| 1Y | +4.6% | +28.4% | -23.8% | +7.3% |
| All | +4.6% | +27.7% | -23.1% | +7.3% |
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 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