+19.0%
MSCI vs NVS
+37.6%
-18.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +5.1% |
| 7D | +11.5% | +5.7% | +5.8% | +11.1% |
| 30D | +22.1% | +17.1% | +5.0% | +21.3% |
| 3M | +18.4% | +7.6% | +10.8% | +18.4% |
| 6M | +16.6% | +14.1% | +2.6% | +16.9% |
| YTD | +18.8% | +23.3% | -4.5% | +16.2% |
| 1Y | +19.0% | +36.0% | -17.0% | +14.8% |
| All | +19.0% | +37.6% | -18.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling