+15,762.5%
MA vs NVS
+566.2%
+15,196.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | +1.8% | +2.5% | -0.7% | +0.4% |
| 30D | +11.8% | +13.6% | -1.7% | +3.9% |
| 3M | +17.2% | +4.1% | +13.0% | +13.0% |
| 6M | +33.4% | +11.8% | +21.6% | +22.7% |
| YTD | +16.1% | +22.0% | -5.9% | +0.4% |
| 1Y | +19.9% | +32.3% | -12.3% | -1.4% |
| 3Y | +70.1% | +93.6% | -23.5% | +7.4% |
| 5Y | +89.6% | +136.7% | -47.1% | +3.1% |
| 10Y | +568.4% | +254.6% | +313.8% | +178.8% |
| All | +15,762.5% | +566.2% | +15,196.2% | +4,186.1% |
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