+1,078.6%
NVS vs MTB
+1,792.1%
-713.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -0.6% | -13.3% | -13.8% |
| 7D | -14.6% | +2.8% | -17.4% | -15.0% |
| 30D | -11.9% | -4.2% | -7.7% | -11.3% |
| 3M | -6.0% | +7.8% | -13.7% | -7.2% |
| 6M | -11.4% | +14.8% | -26.2% | -13.6% |
| YTD | +2.9% | +20.8% | -17.9% | -0.6% |
| 1Y | +10.2% | +23.1% | -12.9% | +6.0% |
| 3Y | +55.3% | +114.8% | -59.5% | +33.4% |
| 5Y | +89.6% | +103.3% | -13.7% | +61.2% |
| 10Y | +176.1% | +173.0% | +3.1% | +110.6% |
| All | +1,078.6% | +1,792.1% | -713.5% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling