+503.0%
MA vs NVS
+179.5%
+323.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.7% | -14.3% | +12.5% | +5.5% |
| 30D | +1.7% | -10.0% | +11.6% | +6.1% |
| 3M | +17.2% | -10.9% | +28.1% | +22.5% |
| 6M | +13.3% | -12.0% | +25.3% | +18.8% |
| YTD | +0.2% | +2.5% | -2.3% | -4.2% |
| 1Y | -2.7% | +10.7% | -13.4% | -11.2% |
| 3Y | +39.1% | +53.3% | -14.2% | +1.6% |
| 5Y | +68.8% | +93.6% | -24.8% | +2.9% |
| All | +503.0% | +179.5% | +323.5% | +218.5% |
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 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