+278.0%
MRVL vs NVS
+92.5%
+185.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +8.7% | -15.7% | +24.4% | +9.3% |
| 30D | +6.9% | -11.1% | +18.0% | +7.2% |
| 3M | -10.1% | -7.2% | -2.9% | -10.3% |
| 6M | +143.4% | -12.3% | +155.8% | +144.3% |
| YTD | +167.5% | +2.8% | +164.7% | +164.6% |
| 1Y | +239.0% | +11.9% | +227.0% | +233.0% |
| 3Y | +311.0% | +55.1% | +255.9% | +279.7% |
| 5Y | +278.0% | +94.1% | +183.9% | +208.1% |
| All | +278.0% | +92.5% | +185.5% | +208.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling