+2,417.1%
MSCI vs NVS
+579.9%
+1,837.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.7% |
| 7D | +0.4% | +4.0% | -3.6% | -1.9% |
| 30D | +0.6% | +3.6% | -3.0% | -1.7% |
| 3M | -7.1% | +7.8% | -14.9% | -11.7% |
| 6M | +0.8% | -0.2% | +1.0% | -0.5% |
| YTD | +1.0% | +19.6% | -18.6% | -10.3% |
| 1Y | +4.3% | +28.4% | -24.1% | -11.6% |
| 3Y | +9.9% | +76.2% | -66.2% | -24.6% |
| 5Y | -6.8% | +111.1% | -117.8% | -43.8% |
| 10Y | +614.7% | +224.3% | +390.4% | +227.6% |
| All | +2,417.1% | +579.9% | +1,837.3% | +583.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling