+1,076.7%
NVS vs MKC
+1,502.8%
-426.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -15.4% | -4.3% | -11.1% | -14.4% |
| 30D | -12.3% | -3.1% | -9.2% | -11.6% |
| 3M | -7.8% | +6.8% | -14.6% | -9.7% |
| 6M | -13.0% | -18.3% | +5.4% | -8.7% |
| YTD | +2.8% | -23.1% | +25.8% | +9.2% |
| 1Y | +10.6% | -23.7% | +34.3% | +17.7% |
| 3Y | +55.1% | -31.0% | +86.1% | +67.8% |
| 5Y | +91.7% | -33.5% | +125.2% | +107.0% |
| 10Y | +181.2% | +30.3% | +151.0% | +148.1% |
| All | +1,076.7% | +1,502.8% | -426.1% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling