+9,078.8%
MSFT vs NVS
+1,269.4%
+7,809.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.3% |
| 7D | -2.7% | +4.0% | -6.7% | -4.3% |
| 30D | +2.7% | +3.6% | -0.9% | +1.0% |
| 3M | +17.0% | +7.8% | +9.1% | +12.7% |
| 6M | +23.8% | -0.2% | +24.0% | +22.7% |
| YTD | +4.0% | +19.6% | -15.6% | -4.7% |
| 1Y | -0.8% | +28.4% | -29.2% | -12.1% |
| 3Y | +55.6% | +76.2% | -20.6% | +17.8% |
| 5Y | +72.9% | +111.1% | -38.2% | +19.5% |
| 10Y | +875.8% | +224.3% | +651.6% | +464.3% |
| All | +9,078.8% | +1,269.4% | +7,809.4% | +3,298.1% |
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 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