+5,744.5%
MU vs NVS
+180.2%
+5,564.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +2.0% | -15.7% | +17.7% | +8.8% |
| 30D | +12.5% | -11.1% | +23.6% | +16.8% |
| 3M | +9.6% | -7.2% | +16.8% | +11.1% |
| 6M | +142.6% | -12.3% | +154.9% | +151.1% |
| YTD | +242.7% | +2.8% | +239.9% | +227.7% |
| 1Y | +599.3% | +11.9% | +587.3% | +540.0% |
| 3Y | +1,308.3% | +55.1% | +1,253.2% | +955.3% |
| 5Y | +1,263.7% | +94.1% | +1,169.7% | +756.9% |
| All | +5,744.5% | +180.2% | +5,564.3% | +3,001.1% |
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 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