+36.0%
NVS vs MKC
-18.2%
+54.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.4% | -1.8% | +2.5% |
| 7D | +5.7% | +9.6% | -3.9% | +3.9% |
| 30D | +17.1% | +12.0% | +5.0% | +14.6% |
| 3M | +7.6% | -2.0% | +9.6% | +7.7% |
| 6M | +14.1% | +7.2% | +6.9% | +12.3% |
| YTD | +23.3% | -23.7% | +47.0% | +28.0% |
| 1Y | +36.0% | -18.3% | +54.3% | +40.8% |
| All | +36.0% | -18.2% | +54.2% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling