+1,925.8%
MRVL vs NVS
+179.5%
+1,746.3%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.3% | +4.1% |
| 7D | +5.6% | -14.3% | +19.9% | +10.7% |
| 30D | +8.8% | -10.0% | +18.7% | +11.7% |
| 3M | -15.9% | -10.9% | -5.0% | -13.9% |
| 6M | +161.3% | -12.0% | +173.2% | +168.5% |
| YTD | +178.2% | +2.5% | +175.7% | +168.4% |
| 1Y | +255.3% | +10.7% | +244.6% | +231.5% |
| 3Y | +323.1% | +53.3% | +269.8% | +226.6% |
| 5Y | +293.2% | +93.6% | +199.6% | +155.3% |
| All | +1,925.8% | +179.5% | +1,746.3% | +1,054.8% |
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