+7,580.6%
MCO vs NVS
+1,074.0%
+6,506.6%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.8% | -14.3% | +10.5% | +2.6% |
| 30D | -0.4% | -10.0% | +9.6% | +3.6% |
| 3M | +7.7% | -10.9% | +18.6% | +12.2% |
| 6M | +7.0% | -12.0% | +19.0% | +11.7% |
| YTD | -6.4% | +2.5% | -8.9% | -9.3% |
| 1Y | -7.6% | +10.7% | -18.3% | -13.8% |
| 3Y | +43.2% | +53.3% | -10.1% | +13.3% |
| 5Y | +29.6% | +93.6% | -64.0% | -8.9% |
| 10Y | +389.2% | +180.6% | +208.7% | +195.1% |
| All | +7,580.6% | +1,074.0% | +6,506.6% | +3,256.4% |
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