+1,758.4%
MRVL vs NVS
+782.1%
+976.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -13.9% | +14.8% | +6.7% |
| 7D | +7.1% | -14.6% | +21.7% | +13.7% |
| 30D | +3.1% | -11.9% | +15.0% | +7.7% |
| 3M | -21.9% | -6.0% | -16.0% | -21.4% |
| 6M | +151.8% | -11.4% | +163.2% | +160.0% |
| YTD | +165.6% | +2.9% | +162.7% | +155.9% |
| 1Y | +242.3% | +10.2% | +232.0% | +218.9% |
| 3Y | +308.2% | +55.3% | +252.8% | +212.9% |
| 5Y | +280.4% | +89.6% | +190.8% | +159.3% |
| 10Y | +1,832.5% | +176.1% | +1,656.5% | +997.8% |
| All | +1,758.4% | +782.1% | +976.3% | +528.9% |
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