+208.8%
PM vs NVS
+180.2%
+28.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.9% | -15.7% | +17.6% | +9.1% |
| 30D | +1.9% | -11.1% | +13.0% | +6.2% |
| 3M | +4.6% | -7.2% | +11.8% | +6.5% |
| 6M | +11.7% | -12.3% | +24.0% | +16.7% |
| YTD | +20.4% | +2.8% | +17.6% | +16.6% |
| 1Y | +19.0% | +11.9% | +7.0% | +10.3% |
| 3Y | +130.4% | +55.1% | +75.3% | +77.5% |
| 5Y | +131.5% | +94.1% | +37.4% | +54.5% |
| All | +208.8% | +180.2% | +28.7% | +88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling