+451.6%
META vs NVS
+259.7%
+191.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.4% |
| 7D | -0.2% | -2.8% | +2.6% | +0.8% |
| 30D | -15.4% | +11.5% | -26.8% | -18.5% |
| 3M | +5.0% | +3.7% | +1.3% | +2.9% |
| 6M | +5.2% | +10.4% | -5.2% | 0.0% |
| YTD | -4.5% | +19.8% | -24.3% | -12.6% |
| 1Y | +0.6% | +26.6% | -26.0% | -10.0% |
| 3Y | +93.1% | +90.1% | +3.0% | +37.2% |
| 5Y | +93.7% | +133.4% | -39.7% | +19.4% |
| All | +451.6% | +259.7% | +191.9% | +188.3% |
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