+67.3%
MA vs NVS
+90.2%
-22.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -13.9% | +12.5% | +3.0% |
| 7D | -1.8% | -14.6% | +12.8% | +3.0% |
| 30D | +1.4% | -11.9% | +13.3% | +5.0% |
| 3M | +17.7% | -6.0% | +23.7% | +18.8% |
| 6M | +9.7% | -11.4% | +21.1% | +13.0% |
| YTD | +0.5% | +2.9% | -2.4% | -2.9% |
| 1Y | -2.1% | +10.2% | -12.3% | -8.1% |
| 3Y | +40.1% | +55.3% | -15.2% | +11.3% |
| All | +67.3% | +90.2% | -22.9% | +13.1% |
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 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