+3,716.2%
WMT vs NVS
+1,076.7%
+2,639.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -0.2% | -15.4% | +15.1% | +4.6% |
| 30D | -5.8% | -12.3% | +6.5% | -2.4% |
| 3M | -10.8% | -7.8% | -3.0% | -9.0% |
| 6M | -14.3% | -13.0% | -1.4% | -11.2% |
| YTD | -4.4% | +2.8% | -7.2% | -5.9% |
| 1Y | +4.3% | +10.6% | -6.3% | +0.2% |
| 3Y | +100.1% | +55.1% | +45.0% | +70.9% |
| 5Y | +130.8% | +91.7% | +39.2% | +82.6% |
| 10Y | +433.7% | +181.2% | +252.5% | +269.0% |
| All | +3,716.2% | +1,076.7% | +2,639.5% | +1,514.1% |
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