+94.0%
NVS vs MDY
+46.3%
+47.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -14.3% | -1.9% | -12.4% | -13.8% |
| 30D | -10.0% | -4.6% | -5.3% | -8.7% |
| 3M | -10.9% | -1.2% | -9.7% | -10.6% |
| 6M | -12.0% | +9.2% | -21.2% | -14.3% |
| YTD | +2.5% | +13.1% | -10.5% | -1.2% |
| 1Y | +10.7% | +13.0% | -2.3% | +6.6% |
| 3Y | +53.3% | +49.2% | +4.1% | +34.7% |
| All | +94.0% | +46.3% | +47.7% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling