+375.1%
META vs NVS
+175.1%
+200.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.9% | +13.4% | +4.3% |
| 7D | +6.0% | -14.6% | +20.6% | +11.5% |
| 30D | +3.6% | -11.9% | +15.5% | +7.5% |
| 3M | +4.9% | -6.0% | +10.9% | +5.5% |
| 6M | -4.7% | -11.4% | +6.7% | -1.9% |
| YTD | -6.9% | +2.9% | -9.8% | -10.1% |
| 1Y | -18.2% | +10.2% | -28.4% | -23.5% |
| 3Y | +107.8% | +55.3% | +52.4% | +60.0% |
| 5Y | +63.9% | +89.6% | -25.7% | +10.3% |
| 10Y | +375.1% | +176.1% | +199.0% | +170.0% |
| All | +375.1% | +175.1% | +200.0% | +170.0% |
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