+2,497.4%
MS vs NVS
+1,301.1%
+1,196.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.6% |
| 7D | +0.7% | +1.3% | -0.6% | -0.1% |
| 30D | -0.9% | +13.9% | -14.8% | -9.4% |
| 3M | -13.0% | +4.7% | -17.7% | -17.1% |
| 6M | -2.0% | +12.1% | -14.1% | -11.7% |
| YTD | +7.8% | +22.3% | -14.6% | -9.5% |
| 1Y | +17.9% | +33.5% | -15.6% | -7.1% |
| 3Y | +174.8% | +94.7% | +80.0% | +58.7% |
| 5Y | +119.9% | +137.6% | -17.7% | +7.1% |
| 10Y | +578.8% | +254.5% | +324.4% | +140.4% |
| All | +2,497.4% | +1,301.1% | +1,196.3% | +344.4% |
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