+475.1%
MOD vs NVS
+1,291.3%
-816.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.5% |
| 7D | -25.5% | +1.1% | -26.6% | -26.3% |
| 30D | -49.0% | +13.4% | -62.5% | -52.5% |
| 3M | -49.8% | +5.4% | -55.2% | -52.2% |
| 6M | -64.8% | +9.6% | -74.3% | -67.4% |
| YTD | -27.6% | +21.5% | -49.1% | -36.3% |
| 1Y | -35.2% | +32.3% | -67.5% | -45.5% |
| 3Y | +137.1% | +92.9% | +44.2% | +56.3% |
| 5Y | +760.3% | +134.3% | +626.0% | +400.7% |
| 10Y | +938.8% | +272.3% | +666.6% | +350.6% |
| All | +475.1% | +1,291.3% | -816.2% | +45.8% |
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