+46.1%
MRK vs NVTS
+32.4%
+13.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.9% |
| 7D | -5.0% | +0.5% | -5.5% | -5.0% |
| 30D | +11.0% | -18.0% | +29.0% | +11.0% |
| 3M | +22.4% | -45.6% | +68.0% | +22.6% |
| 6M | +25.4% | +28.5% | -3.1% | +24.8% |
| YTD | +39.5% | +56.2% | -16.7% | +38.5% |
| 1Y | +78.0% | +97.7% | -19.7% | +75.9% |
| All | +46.1% | +32.4% | +13.7% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling