+55.3%
NVS vs M
+120.4%
-65.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.6% | -11.3% | -13.8% |
| 7D | -14.6% | +2.4% | -17.0% | -14.7% |
| 30D | -11.9% | -11.6% | -0.3% | -11.3% |
| 3M | -6.0% | +1.6% | -7.6% | -6.1% |
| 6M | -11.4% | +25.2% | -36.6% | -12.5% |
| YTD | +2.9% | +3.8% | -0.8% | +2.4% |
| 1Y | +10.2% | +36.3% | -26.1% | +8.2% |
| 3Y | +55.3% | +116.3% | -61.0% | +47.2% |
| All | +55.3% | +120.4% | -65.1% | +47.2% |
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