-9.0%
AUR vs NVS
+37.6%
-46.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -4.2% |
| 7D | -19.8% | +5.7% | -25.5% | -19.5% |
| 30D | -29.0% | +17.1% | -46.1% | -28.5% |
| 3M | -43.6% | +7.6% | -51.2% | -43.2% |
| 6M | -36.6% | +14.1% | -50.7% | -38.4% |
| YTD | +6.3% | +23.3% | -17.1% | +1.5% |
| 1Y | -9.0% | +36.0% | -45.0% | -14.6% |
| All | -9.0% | +37.6% | -46.7% | -14.6% |
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