+48.1%
TSLA vs NVS
+92.5%
-44.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.4% | -15.7% | +12.3% | -2.8% |
| 30D | +9.2% | -11.1% | +20.3% | +9.6% |
| 3M | -4.7% | -7.2% | +2.5% | -5.0% |
| 6M | -8.9% | -12.3% | +3.4% | -8.7% |
| YTD | -19.2% | +2.8% | -21.9% | -20.1% |
| 1Y | +4.5% | +11.9% | -7.4% | +2.3% |
| 3Y | +46.3% | +55.1% | -8.8% | +34.4% |
| 5Y | +48.1% | +94.1% | -45.9% | +25.9% |
| All | +48.1% | +92.5% | -44.3% | +25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling