+1,181.4%
MET vs NVS
+880.8%
+300.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.9% | +11.8% | +6.4% |
| 7D | +1.1% | -14.6% | +15.7% | +10.6% |
| 30D | -2.3% | -11.9% | +9.6% | +4.3% |
| 3M | +13.9% | -6.0% | +19.8% | +16.3% |
| 6M | +34.8% | -11.4% | +46.2% | +42.6% |
| YTD | +23.5% | +2.9% | +20.6% | +18.3% |
| 1Y | +23.4% | +10.2% | +13.2% | +12.6% |
| 3Y | +64.9% | +55.3% | +9.6% | +17.1% |
| 5Y | +82.0% | +89.6% | -7.6% | +10.7% |
| 10Y | +244.4% | +176.1% | +68.3% | +60.1% |
| All | +1,181.4% | +880.8% | +300.6% | +193.8% |
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