+1,269.4%
NVS vs M
+170.5%
+1,098.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -2.2% |
| 7D | +4.0% | +4.7% | -0.7% | +3.5% |
| 30D | +3.6% | -9.6% | +13.2% | +4.6% |
| 3M | +7.8% | +0.9% | +7.0% | +7.5% |
| 6M | -0.2% | +22.3% | -22.4% | -2.5% |
| YTD | +19.6% | +6.5% | +13.1% | +18.2% |
| 1Y | +28.4% | +38.8% | -10.4% | +23.3% |
| 3Y | +76.2% | +115.9% | -39.7% | +57.6% |
| 5Y | +111.1% | +28.6% | +82.4% | +91.7% |
| 10Y | +224.3% | -2.5% | +226.8% | +176.9% |
| All | +1,269.4% | +170.5% | +1,098.9% | +742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling