+94.1%
NVS vs MTB
+101.1%
-7.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -15.7% | -0.4% | -15.3% | -15.6% |
| 30D | -11.1% | -4.6% | -6.5% | -10.6% |
| 3M | -7.2% | +7.4% | -14.6% | -8.1% |
| 6M | -12.3% | +18.7% | -31.0% | -14.2% |
| YTD | +2.8% | +21.1% | -18.3% | +0.2% |
| 1Y | +11.9% | +24.1% | -12.1% | +8.8% |
| 3Y | +55.1% | +115.3% | -60.3% | +39.5% |
| 5Y | +94.1% | +106.0% | -12.0% | +74.5% |
| All | +94.1% | +101.1% | -7.0% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 5y: compounded portfolio wealth divided by compounded MTB 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…
5y analysis · Full analysis span regression · 6 months rolling