+0.8%
MSCI vs NVS
+0.3%
+0.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.5% |
| 7D | +0.4% | +4.0% | -3.6% | +1.0% |
| 30D | +0.6% | +3.6% | -3.0% | +1.1% |
| 3M | -7.1% | +7.8% | -14.9% | -6.1% |
| 6M | +0.8% | -0.2% | +1.0% | +3.4% |
| All | +0.8% | +0.3% | +0.6% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling