-64.8%
MOD vs NVS
+10.0%
-74.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.9% |
| 7D | -25.5% | +1.1% | -26.6% | -24.8% |
| 30D | -49.0% | +13.4% | -62.5% | -46.9% |
| 3M | -49.8% | +5.4% | -55.2% | -47.8% |
| 6M | -64.8% | +9.6% | -74.3% | -62.5% |
| All | -64.8% | +10.0% | -74.7% | -62.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling