+9,522.9%
MSFT vs NVS
+1,273.7%
+8,249.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.3% | -1.3% | 0.0% | -0.8% |
| 30D | -1.8% | +9.3% | -11.1% | -5.3% |
| 3M | +5.6% | +5.8% | -0.2% | +2.4% |
| 6M | +29.8% | +7.2% | +22.6% | +24.5% |
| YTD | +9.0% | +20.0% | -10.9% | -0.8% |
| 1Y | +4.9% | +25.4% | -20.4% | -6.4% |
| 3Y | +46.2% | +89.2% | -43.0% | +6.8% |
| 5Y | +62.1% | +134.6% | -72.5% | +6.4% |
| 10Y | +899.6% | +251.4% | +648.3% | +457.2% |
| All | +9,522.9% | +1,273.7% | +8,249.2% | +3,435.8% |
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