-35.7%
AUR vs NVS
+87.9%
-123.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +1.4% | -14.3% | +15.7% | +3.7% |
| 30D | -6.4% | -10.0% | +3.5% | -5.3% |
| 3M | +7.7% | -10.9% | +18.6% | +8.9% |
| 6M | +44.5% | -12.0% | +56.5% | +46.2% |
| YTD | +67.4% | +2.5% | +64.9% | +63.6% |
| 1Y | +15.4% | +10.7% | +4.8% | +10.7% |
| 3Y | +94.8% | +53.3% | +41.5% | +73.5% |
| 5Y | -35.1% | +93.6% | -128.7% | -44.8% |
| All | -35.7% | +87.9% | -123.6% | -45.4% |
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