+7.4%
MSCI vs NVS
+54.6%
-47.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -1.1% | -15.4% | +14.3% | +0.5% |
| 30D | -1.2% | -12.3% | +11.2% | +0.2% |
| 3M | -8.4% | -7.8% | -0.6% | -7.7% |
| 6M | -1.0% | -13.0% | +11.9% | +0.5% |
| YTD | -2.3% | +2.8% | -5.0% | -3.7% |
| 1Y | -1.2% | +10.6% | -11.8% | -4.2% |
| All | +7.4% | +54.6% | -47.1% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling