+175.5%
NVS vs M
-10.0%
+185.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | +0.3% |
| 7D | -15.7% | -8.8% | -6.9% | -15.3% |
| 30D | -11.1% | -16.4% | +5.3% | -10.2% |
| 3M | -7.2% | -10.8% | +3.6% | -6.7% |
| 6M | -12.3% | +16.1% | -28.5% | -13.2% |
| YTD | +2.8% | -5.3% | +8.0% | +2.8% |
| 1Y | +11.9% | +24.9% | -12.9% | +10.2% |
| 3Y | +55.1% | +97.5% | -42.5% | +47.0% |
| 5Y | +94.1% | +20.4% | +73.7% | +85.5% |
| All | +175.5% | -10.0% | +185.5% | +137.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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