+11.9%
NVS vs M
+31.3%
-19.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +0.2% |
| 7D | -15.4% | -4.1% | -11.3% | -15.0% |
| 30D | -12.3% | -13.6% | +1.3% | -11.2% |
| 3M | -7.8% | -2.3% | -5.5% | -7.8% |
| 6M | -13.0% | +21.9% | -34.9% | -14.3% |
| YTD | +2.8% | -0.6% | +3.3% | +2.2% |
| All | +11.9% | +31.3% | -19.4% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling