+43.1%
MOD vs NVS
+27.7%
+15.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +4.6% |
| 7D | +9.6% | +4.0% | +5.6% | +8.7% |
| 30D | 0.0% | +3.6% | -3.6% | -0.6% |
| 3M | -35.4% | +7.8% | -43.2% | -36.8% |
| 6M | -7.3% | -0.2% | -7.1% | -8.1% |
| YTD | +45.8% | +19.6% | +26.2% | +46.5% |
| 1Y | +43.1% | +28.4% | +14.8% | +44.3% |
| All | +43.1% | +27.7% | +15.4% | +44.3% |
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