+427.0%
MCK vs NVS
+179.5%
+247.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | -2.9% | -14.3% | +11.4% | +4.2% |
| 30D | +0.4% | -10.0% | +10.4% | +4.9% |
| 3M | +12.1% | -10.9% | +23.0% | +17.7% |
| 6M | -5.4% | -12.0% | +6.5% | -0.4% |
| YTD | +7.8% | +2.5% | +5.3% | +4.5% |
| 1Y | +22.9% | +10.7% | +12.3% | +13.9% |
| 3Y | +110.7% | +53.3% | +57.4% | +59.2% |
| 5Y | +346.2% | +93.6% | +252.6% | +184.1% |
| All | +427.0% | +179.5% | +247.5% | +157.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling