+878.4%
MSFT vs NVS
+179.5%
+698.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -0.8% | -14.3% | +13.5% | +4.8% |
| 30D | +0.8% | -10.0% | +10.8% | +4.2% |
| 3M | +27.2% | -10.9% | +38.1% | +31.5% |
| 6M | +22.9% | -12.0% | +34.9% | +27.2% |
| YTD | +3.1% | +2.5% | +0.6% | -1.0% |
| 1Y | -0.3% | +10.7% | -10.9% | -8.0% |
| 3Y | +50.1% | +53.3% | -3.2% | +12.8% |
| 5Y | +74.6% | +93.6% | -19.0% | +10.2% |
| All | +878.4% | +179.5% | +698.8% | +432.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling