-11.4%
MSCI vs NVS
+88.8%
-100.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -13.9% | +10.2% | -0.5% |
| 7D | -2.1% | -14.6% | +12.5% | +1.4% |
| 30D | -1.7% | -11.9% | +10.2% | +0.9% |
| 3M | -8.2% | -6.0% | -2.3% | -7.6% |
| 6M | -2.4% | -11.4% | +8.9% | -0.3% |
| YTD | -2.8% | +2.9% | -5.7% | -5.5% |
| 1Y | -2.7% | +10.2% | -12.9% | -7.7% |
| 3Y | +7.3% | +55.3% | -48.0% | -12.5% |
| 5Y | -11.4% | +89.6% | -101.0% | -38.5% |
| All | -11.4% | +88.8% | -100.2% | -38.5% |
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