+1,511.3%
META vs NVS
+476.8%
+1,034.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.7% |
| 7D | -0.8% | +1.1% | -1.9% | -1.2% |
| 30D | -15.4% | +13.4% | -28.9% | -19.4% |
| 3M | +3.5% | +5.4% | -1.9% | +0.6% |
| 6M | -0.3% | +9.6% | -9.8% | -5.2% |
| YTD | -7.3% | +21.5% | -28.8% | -16.0% |
| 1Y | -1.1% | +32.3% | -33.4% | -13.6% |
| 3Y | +95.1% | +92.9% | +2.1% | +37.8% |
| 5Y | +80.6% | +134.3% | -53.7% | +12.9% |
| 10Y | +410.1% | +272.3% | +137.9% | +153.7% |
| All | +1,511.3% | +476.8% | +1,034.5% | +755.0% |
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 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