-18.2%
META vs NVS
+10.4%
-28.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -13.9% | +13.4% | -1.4% |
| 7D | +6.0% | -14.6% | +20.6% | +5.0% |
| 30D | +3.6% | -11.9% | +15.5% | +3.0% |
| 3M | +4.9% | -6.0% | +10.9% | +4.2% |
| 6M | -4.7% | -11.4% | +6.7% | -5.1% |
| YTD | -6.9% | +2.9% | -9.8% | -5.3% |
| 1Y | -18.2% | +10.2% | -28.4% | -15.0% |
| All | -18.2% | +10.4% | -28.6% | -15.0% |
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 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