+2.7%
META vs NVS
+26.1%
-23.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +3.1% | -1.0% | +4.1% | +3.0% |
| 30D | -18.2% | +12.5% | -30.7% | -17.8% |
| 3M | +7.8% | +5.2% | +2.6% | +8.5% |
| 6M | +3.6% | +8.2% | -4.6% | +3.4% |
| YTD | -5.3% | +19.8% | -25.1% | -6.5% |
| 1Y | +2.7% | +24.8% | -22.1% | +0.1% |
| All | +2.7% | +26.1% | -23.4% | +0.1% |
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