+1,096.2%
MOD vs NVS
+1,269.4%
-173.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.9% | +6.2% | +5.3% |
| 7D | +9.6% | +4.0% | +5.6% | +7.3% |
| 30D | 0.0% | +3.6% | -3.6% | -2.1% |
| 3M | -35.4% | +7.8% | -43.2% | -38.4% |
| 6M | -7.3% | -0.2% | -7.1% | -8.0% |
| YTD | +45.8% | +19.6% | +26.2% | +31.6% |
| 1Y | +43.1% | +28.4% | +14.8% | +24.0% |
| 3Y | +297.7% | +76.2% | +221.5% | +180.3% |
| 5Y | +1,478.8% | +111.1% | +1,367.7% | +889.6% |
| 10Y | +1,633.4% | +224.3% | +1,409.1% | +726.4% |
| All | +1,096.2% | +1,269.4% | -173.2% | +211.0% |
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