+836.5%
PM vs NVS
+647.3%
+189.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.9% |
| 7D | -7.1% | -2.8% | -4.2% | -5.8% |
| 30D | -2.8% | +11.5% | -14.3% | -7.7% |
| 3M | +6.3% | +3.7% | +2.7% | +3.3% |
| 6M | +9.6% | +10.4% | -0.7% | +3.0% |
| YTD | +25.6% | +19.8% | +5.8% | +13.2% |
| 1Y | +29.7% | +26.6% | +3.1% | +13.6% |
| 3Y | +147.6% | +90.1% | +57.5% | +73.3% |
| 5Y | +160.1% | +133.4% | +26.7% | +61.1% |
| 10Y | +260.9% | +251.0% | +9.9% | +80.1% |
| All | +836.5% | +647.3% | +189.1% | +192.0% |
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