+13,634.3%
TSM vs NVS
+961.6%
+12,672.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.7% |
| 7D | +2.7% | +4.0% | -1.3% | +0.7% |
| 30D | +3.6% | +3.6% | 0.0% | +1.5% |
| 3M | -3.4% | +7.8% | -11.2% | -7.6% |
| 6M | +20.6% | -0.2% | +20.8% | +19.4% |
| YTD | +41.9% | +19.6% | +22.3% | +28.6% |
| 1Y | +84.4% | +28.4% | +56.0% | +60.8% |
| 3Y | +380.2% | +76.2% | +304.0% | +248.6% |
| 5Y | +275.3% | +111.1% | +164.3% | +142.8% |
| 10Y | +1,751.4% | +224.3% | +1,527.1% | +843.7% |
| All | +13,634.3% | +961.6% | +12,672.7% | +3,428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling