+949.6%
MRK vs NVS
+1,076.7%
-127.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -5.0% | -15.7% | +10.7% | +2.6% |
| 30D | +11.0% | -11.1% | +22.0% | +16.8% |
| 3M | +22.4% | -7.2% | +29.6% | +26.2% |
| 6M | +25.4% | -12.3% | +37.7% | +32.9% |
| YTD | +39.5% | +2.8% | +36.7% | +36.8% |
| 1Y | +78.0% | +11.9% | +66.0% | +67.5% |
| 3Y | +45.5% | +55.1% | -9.5% | +16.1% |
| 5Y | +130.3% | +94.1% | +36.2% | +63.8% |
| 10Y | +229.8% | +181.2% | +48.6% | +95.4% |
| All | +949.6% | +1,076.7% | -127.2% | +255.7% |
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