+4,799.3%
MO vs NVS
+1,076.7%
+3,722.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -2.4% | -15.4% | +13.0% | +2.4% |
| 30D | +3.6% | -12.3% | +15.9% | +7.3% |
| 3M | -3.7% | -7.8% | +4.1% | -1.9% |
| 6M | +4.5% | -13.0% | +17.5% | +8.3% |
| YTD | +21.5% | +2.8% | +18.8% | +19.3% |
| 1Y | +9.5% | +10.6% | -1.1% | +4.9% |
| 3Y | +93.6% | +55.1% | +38.5% | +65.1% |
| 5Y | +97.5% | +91.7% | +5.8% | +56.0% |
| 10Y | +111.2% | +181.2% | -70.1% | +47.5% |
| All | +4,799.3% | +1,076.7% | +3,722.6% | +2,014.5% |
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