+29.9%
MCHP vs NVS
+37.6%
-7.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -3.6% |
| 7D | -5.4% | +5.7% | -11.1% | -5.9% |
| 30D | -7.5% | +17.1% | -24.6% | -8.9% |
| 3M | -6.0% | +7.6% | -13.7% | -6.7% |
| 6M | -20.1% | +14.1% | -34.1% | -23.3% |
| YTD | +20.2% | +23.3% | -3.1% | +5.0% |
| 1Y | +29.9% | +36.0% | -6.1% | +2.9% |
| All | +29.9% | +37.6% | -7.7% | +2.9% |
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