+3,330.3%
MCHP vs NVS
+1,076.7%
+2,253.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.1% | -15.7% | +13.6% | +5.3% |
| 30D | -11.1% | -11.1% | 0.0% | -7.1% |
| 3M | -18.1% | -7.2% | -10.9% | -16.7% |
| 6M | +10.8% | -12.3% | +23.1% | +15.5% |
| YTD | +14.2% | +2.8% | +11.5% | +10.3% |
| 1Y | +13.5% | +11.9% | +1.5% | +4.9% |
| 3Y | -2.0% | +55.1% | -57.1% | -23.9% |
| 5Y | +1.4% | +94.1% | -92.7% | -30.4% |
| 10Y | +195.5% | +181.2% | +14.3% | +73.6% |
| All | +3,330.3% | +1,076.7% | +2,253.6% | +1,232.2% |
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 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