+26.2%
MAR vs NVS
+27.7%
-1.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | -4.2% | +4.0% | -8.2% | -5.5% |
| 30D | -6.7% | +3.6% | -10.3% | -8.0% |
| 3M | -12.5% | +7.8% | -20.3% | -15.6% |
| 6M | +0.6% | -0.2% | +0.7% | 0.0% |
| YTD | +9.1% | +19.6% | -10.5% | +0.8% |
| 1Y | +26.2% | +28.4% | -2.2% | +13.2% |
| All | +26.2% | +27.7% | -1.5% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling