+2,460.4%
MAR vs NVS
+696.8%
+1,763.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -0.5% | -15.4% | +14.9% | +6.1% |
| 30D | -4.7% | -12.3% | +7.7% | -0.1% |
| 3M | -15.6% | -7.8% | -7.8% | -13.6% |
| 6M | +1.2% | -13.0% | +14.2% | +6.2% |
| YTD | +7.5% | +2.8% | +4.7% | +5.0% |
| 1Y | +26.6% | +10.6% | +16.0% | +19.7% |
| 3Y | +66.0% | +55.1% | +10.9% | +33.6% |
| 5Y | +154.1% | +91.7% | +62.4% | +85.0% |
| 10Y | +441.9% | +181.2% | +260.6% | +227.5% |
| All | +2,460.4% | +696.8% | +1,763.7% | +941.6% |
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