+224.4%
MRK vs NVS
+179.5%
+44.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.3% | -14.3% | +10.0% | +3.6% |
| 30D | +8.3% | -10.0% | +18.2% | +13.9% |
| 3M | +20.0% | -10.9% | +30.9% | +27.1% |
| 6M | +25.7% | -12.0% | +37.6% | +33.9% |
| YTD | +38.7% | +2.5% | +36.2% | +35.5% |
| 1Y | +74.7% | +10.7% | +64.0% | +63.3% |
| 3Y | +45.4% | +53.3% | -7.9% | +12.0% |
| 5Y | +129.0% | +93.6% | +35.4% | +52.3% |
| All | +224.4% | +179.5% | +44.9% | +82.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling