+285.0%
WMB vs NVS
+89.9%
+195.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | 0.0% | -15.4% | +15.4% | +2.5% |
| 30D | +4.6% | -12.3% | +16.9% | +6.4% |
| 3M | +5.7% | -7.8% | +13.6% | +6.2% |
| 6M | +4.2% | -13.0% | +17.2% | +5.9% |
| YTD | +26.8% | +2.8% | +24.1% | +23.7% |
| 1Y | +34.7% | +10.6% | +24.0% | +28.7% |
| 3Y | +146.8% | +55.1% | +91.7% | +111.2% |
| 5Y | +285.0% | +91.7% | +193.3% | +208.3% |
| All | +285.0% | +89.9% | +195.1% | +208.3% |
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