+593.1%
MA vs NVS
+260.1%
+333.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.2% | +1.2% |
| 7D | +1.3% | -1.3% | +2.6% | +1.9% |
| 30D | +9.6% | +9.3% | +0.3% | +4.7% |
| 3M | +16.8% | +5.8% | +11.0% | +12.1% |
| 6M | +35.2% | +7.2% | +28.0% | +28.3% |
| YTD | +16.6% | +20.0% | -3.4% | +2.8% |
| 1Y | +19.8% | +25.4% | -5.6% | +2.8% |
| 3Y | +70.7% | +89.2% | -18.5% | +10.7% |
| 5Y | +87.4% | +134.6% | -47.2% | +1.9% |
| All | +593.1% | +260.1% | +333.0% | +221.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling