+153.8%
MU vs NVS
+0.3%
+153.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.9% | +8.0% | +5.4% |
| 7D | +9.0% | +4.0% | +5.0% | +10.7% |
| 30D | +13.8% | +3.6% | +10.2% | +15.7% |
| 3M | +2.1% | +7.8% | -5.7% | +5.4% |
| 6M | +153.8% | -0.2% | +154.0% | +177.8% |
| All | +153.8% | +0.3% | +153.5% | +177.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling