+1,076.7%
NVS vs MDY
+1,917.6%
-840.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -15.7% | -2.5% | -13.2% | -14.8% |
| 30D | -11.1% | -5.0% | -6.0% | -9.2% |
| 3M | -7.2% | +0.5% | -7.6% | -7.4% |
| 6M | -12.3% | +8.0% | -20.3% | -15.2% |
| YTD | +2.8% | +12.2% | -9.4% | -2.2% |
| 1Y | +11.9% | +14.0% | -2.0% | +5.7% |
| 3Y | +55.1% | +48.2% | +6.9% | +29.2% |
| 5Y | +94.1% | +46.1% | +48.0% | +60.0% |
| 10Y | +181.2% | +173.8% | +7.5% | +71.0% |
| All | +1,076.7% | +1,917.6% | -840.9% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling