+84.6%
MRK vs NVTS
-9.1%
+93.6%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +9.0% | -5.1% | +4.1% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +7.8% | -24.4% | +32.1% | +7.3% |
| 3M | +18.2% | -26.5% | +44.6% | +17.6% |
| 6M | +34.7% | -41.4% | +76.1% | +34.5% |
| YTD | +45.8% | +30.7% | +15.1% | +47.4% |
| 1Y | +84.6% | -10.8% | +95.4% | +85.9% |
| All | +84.6% | -9.1% | +93.6% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1y: compounded portfolio wealth divided by compounded NVTS 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…
1y analysis · Full analysis span regression · 6 months rolling