+19.0%
PM vs NVS
+11.3%
+7.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.9% | -15.7% | +17.6% | +5.7% |
| 30D | +1.9% | -11.1% | +13.0% | +3.7% |
| 3M | +4.6% | -7.2% | +11.8% | +4.6% |
| 6M | +11.7% | -12.3% | +24.0% | +14.2% |
| YTD | +20.4% | +2.8% | +17.6% | +18.2% |
| 1Y | +19.0% | +11.9% | +7.0% | +13.9% |
| All | +19.0% | +11.3% | +7.7% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling