+5.3%
MSCI vs NVS
+134.2%
-128.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +2.7% | -1.3% | +3.9% | +3.0% |
| 30D | +17.4% | +9.3% | +8.1% | +15.0% |
| 3M | +14.8% | +5.8% | +9.0% | +12.9% |
| 6M | +16.1% | +7.2% | +8.9% | +13.4% |
| YTD | +16.0% | +20.0% | -4.0% | +8.7% |
| 1Y | +16.4% | +25.4% | -8.9% | +7.5% |
| 3Y | +35.3% | +89.2% | -53.9% | +3.8% |
| All | +5.3% | +134.2% | -128.9% | -31.7% |
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