+2,664.3%
TSLA vs NVS
+179.5%
+2,484.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | -14.3% | +17.5% | +7.9% |
| 30D | +11.6% | -10.0% | +21.5% | +14.5% |
| 3M | -8.4% | -10.9% | +2.4% | -6.2% |
| 6M | -10.4% | -12.0% | +1.6% | -7.9% |
| YTD | -18.7% | +2.5% | -21.3% | -21.7% |
| 1Y | -0.9% | +10.7% | -11.6% | -7.7% |
| 3Y | +33.6% | +53.3% | -19.7% | +4.0% |
| 5Y | +48.9% | +93.6% | -44.7% | -1.5% |
| All | +2,664.3% | +179.5% | +2,484.8% | +1,547.2% |
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