+1,163.0%
OMC vs NVS
+1,076.7%
+86.3%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -6.2% | -15.7% | +9.5% | 0.0% |
| 30D | -7.6% | -11.1% | +3.5% | -3.8% |
| 3M | +7.4% | -7.2% | +14.6% | +9.7% |
| 6M | +0.1% | -12.3% | +12.5% | +4.5% |
| YTD | +0.4% | +2.8% | -2.3% | -2.1% |
| 1Y | +7.8% | +11.9% | -4.2% | +1.2% |
| 3Y | +11.8% | +55.1% | -43.2% | -9.5% |
| 5Y | +32.5% | +94.1% | -61.6% | -3.6% |
| 10Y | +34.2% | +181.2% | -147.0% | -18.0% |
| All | +1,163.0% | +1,076.7% | +86.3% | +321.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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