+174.9%
NVS vs MDY
+177.2%
-2.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -14.3% | -1.9% | -12.4% | -13.6% |
| 30D | -10.0% | -4.6% | -5.3% | -8.3% |
| 3M | -10.9% | -1.2% | -9.7% | -10.6% |
| 6M | -12.0% | +9.2% | -21.2% | -15.0% |
| YTD | +2.5% | +13.1% | -10.5% | -2.4% |
| 1Y | +10.7% | +13.0% | -2.3% | +5.3% |
| 3Y | +53.3% | +49.2% | +4.1% | +28.9% |
| 5Y | +93.6% | +47.2% | +46.4% | +61.0% |
| All | +174.9% | +177.2% | -2.3% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling