+174.9%
NVS vs MKC
+29.9%
+145.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | -14.3% | -1.5% | -12.8% | -13.9% |
| 30D | -10.0% | -3.1% | -6.8% | -9.2% |
| 3M | -10.9% | +5.2% | -16.1% | -12.4% |
| 6M | -12.0% | -12.8% | +0.9% | -9.1% |
| YTD | +2.5% | -23.3% | +25.8% | +9.4% |
| 1Y | +10.7% | -24.1% | +34.8% | +18.3% |
| 3Y | +53.3% | -32.1% | +85.4% | +67.6% |
| 5Y | +93.6% | -32.8% | +126.4% | +108.8% |
| All | +174.9% | +29.9% | +145.0% | +157.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling