+17.1%
MCHP vs NVS
+10.8%
+6.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | 0.0% | -14.3% | +14.3% | +1.7% |
| 30D | -6.0% | -10.0% | +3.9% | -5.2% |
| 3M | -19.7% | -10.9% | -8.8% | -18.9% |
| 6M | +14.0% | -12.0% | +26.0% | +16.1% |
| YTD | +18.4% | +2.5% | +15.9% | +9.4% |
| 1Y | +17.1% | +10.7% | +6.4% | +4.7% |
| All | +17.1% | +10.8% | +6.3% | +4.7% |
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