+534.3%
NVS vs MKTX
+1,442.6%
-908.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -14.3% | -0.2% | -14.0% | -14.2% |
| 30D | -10.0% | +0.7% | -10.7% | -10.0% |
| 3M | -10.9% | +40.8% | -51.7% | -14.8% |
| 6M | -12.0% | -8.0% | -4.0% | -11.7% |
| YTD | +2.5% | -8.7% | +11.2% | +2.9% |
| 1Y | +10.7% | -11.8% | +22.5% | +11.4% |
| 3Y | +53.3% | -24.0% | +77.3% | +55.4% |
| 5Y | +93.6% | -60.3% | +153.9% | +108.3% |
| 10Y | +180.6% | +5.0% | +175.6% | +166.0% |
| All | +534.3% | +1,442.6% | -908.4% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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