+72.3%
MSFT vs NVS
+89.9%
-17.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -1.0% | -15.4% | +14.3% | +0.6% |
| 30D | -2.7% | -12.3% | +9.7% | -1.5% |
| 3M | +22.1% | -7.8% | +29.9% | +22.7% |
| 6M | +20.6% | -13.0% | +33.6% | +22.2% |
| YTD | +2.3% | +2.8% | -0.4% | +0.6% |
| 1Y | -0.5% | +10.6% | -11.2% | -3.6% |
| 3Y | +50.5% | +55.1% | -4.5% | +32.4% |
| 5Y | +72.3% | +91.7% | -19.3% | +39.1% |
| All | +72.3% | +89.9% | -17.6% | +39.1% |
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