+89.2%
NVS vs M
+158.0%
-68.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.1% |
| 7D | -1.3% | +7.0% | -8.3% | -1.7% |
| 30D | +9.3% | +8.9% | +0.4% | +8.6% |
| 3M | +5.8% | +4.5% | +1.3% | +5.4% |
| 6M | +7.2% | +36.2% | -29.0% | +5.1% |
| YTD | +20.0% | +15.1% | +4.8% | +18.5% |
| 1Y | +25.4% | +27.4% | -2.1% | +23.2% |
| 3Y | +89.2% | +160.1% | -70.9% | +78.3% |
| All | +89.2% | +158.0% | -68.8% | +78.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling