+15,612.2%
MA vs NVS
+553.9%
+15,058.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.5% | -1.0% | +0.5% | +0.1% |
| 30D | +7.9% | +12.5% | -4.6% | +0.8% |
| 3M | +16.8% | +5.2% | +11.6% | +11.9% |
| 6M | +31.0% | +8.2% | +22.8% | +22.8% |
| YTD | +15.0% | +19.8% | -4.7% | +0.5% |
| 1Y | +17.0% | +24.8% | -7.8% | -0.4% |
| 3Y | +68.5% | +90.0% | -21.6% | +7.5% |
| 5Y | +85.0% | +134.3% | -49.3% | +1.1% |
| 10Y | +561.3% | +250.8% | +310.5% | +177.4% |
| All | +15,612.2% | +553.9% | +15,058.3% | +4,190.4% |
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