+1,527.5%
META vs NVS
+467.7%
+1,059.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.7% |
| 7D | +6.7% | +4.0% | +2.7% | +5.0% |
| 30D | +4.8% | +3.6% | +1.2% | +3.2% |
| 3M | -1.6% | +7.8% | -9.4% | -5.3% |
| 6M | -7.5% | -0.2% | -7.3% | -8.1% |
| YTD | -6.4% | +19.6% | -26.0% | -14.0% |
| 1Y | -17.3% | +28.4% | -45.7% | -26.7% |
| 3Y | +109.9% | +76.2% | +33.7% | +56.0% |
| 5Y | +65.4% | +111.1% | -45.7% | +9.8% |
| 10Y | +391.8% | +224.3% | +167.6% | +161.9% |
| All | +1,527.5% | +467.7% | +1,059.7% | +774.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling