+0.8%
META vs NVS
+37.6%
-36.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.1% | +1.6% |
| 7D | +2.9% | +5.7% | -2.8% | +3.2% |
| 30D | -15.1% | +17.1% | -32.1% | -14.4% |
| 3M | +7.2% | +7.6% | -0.4% | +8.1% |
| 6M | +3.4% | +14.1% | -10.7% | +3.2% |
| YTD | -4.3% | +23.3% | -27.6% | -4.2% |
| 1Y | +0.8% | +36.0% | -35.2% | -0.9% |
| All | +0.8% | +37.6% | -36.9% | -0.9% |
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