+24.9%
NVS vs M
+25.0%
-0.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -2.8% | -3.3% | +0.5% | -2.4% |
| 30D | +11.5% | +8.1% | +3.4% | +10.3% |
| 3M | +3.7% | +2.2% | +1.5% | +3.1% |
| 6M | +10.4% | +35.1% | -24.7% | +6.3% |
| YTD | +19.8% | +15.8% | +4.0% | +16.8% |
| All | +24.9% | +25.0% | -0.2% | +18.6% |
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