+285.0%
TSM vs NVS
+89.9%
+195.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +4.8% | -15.4% | +20.2% | +5.9% |
| 30D | +4.0% | -12.3% | +16.4% | +4.8% |
| 3M | +2.0% | -7.8% | +9.8% | +2.0% |
| 6M | +25.5% | -13.0% | +38.5% | +26.4% |
| YTD | +44.0% | +2.8% | +41.3% | +42.5% |
| 1Y | +75.4% | +10.6% | +64.8% | +72.2% |
| 3Y | +406.7% | +55.1% | +351.7% | +372.7% |
| 5Y | +285.0% | +91.7% | +193.3% | +228.6% |
| All | +285.0% | +89.9% | +195.1% | +228.6% |
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