+1,341.2%
MU vs NVS
+55.0%
+1,286.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -13.9% | +12.3% | -1.1% |
| 7D | +7.2% | -14.6% | +21.8% | +7.7% |
| 30D | +14.0% | -11.9% | +25.9% | +14.5% |
| 3M | +5.4% | -6.0% | +11.3% | +5.3% |
| 6M | +170.3% | -11.4% | +181.7% | +172.3% |
| YTD | +250.7% | +2.9% | +247.7% | +245.1% |
| 1Y | +662.1% | +10.2% | +651.9% | +644.0% |
| 3Y | +1,341.2% | +55.3% | +1,285.9% | +1,281.1% |
| All | +1,341.2% | +55.0% | +1,286.2% | +1,281.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling