+12,919.2%
TSM vs NVS
+963.3%
+11,955.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +14.8% | -1.0% | +15.9% | +15.4% |
| 30D | -8.9% | +12.5% | -21.4% | -14.0% |
| 3M | -5.3% | +5.2% | -10.5% | -8.9% |
| 6M | +2.6% | +8.2% | -5.6% | -3.4% |
| YTD | +34.5% | +19.8% | +14.7% | +20.4% |
| 1Y | +41.0% | +24.8% | +16.2% | +23.6% |
| 3Y | +333.1% | +90.0% | +243.1% | +199.6% |
| 5Y | +270.1% | +134.3% | +135.8% | +124.1% |
| 10Y | +1,608.7% | +250.8% | +1,357.9% | +727.9% |
| All | +12,919.2% | +963.3% | +11,955.9% | +3,202.5% |
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