+152.3%
HUM vs NVS
+179.5%
-27.2%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +2.1% | -14.3% | +16.3% | +8.6% |
| 30D | +5.4% | -10.0% | +15.3% | +9.3% |
| 3M | +11.4% | -10.9% | +22.3% | +15.8% |
| 6M | +141.5% | -12.0% | +153.5% | +151.7% |
| YTD | +61.2% | +2.5% | +58.7% | +54.3% |
| 1Y | +49.2% | +10.7% | +38.5% | +36.7% |
| 3Y | -9.0% | +53.3% | -62.3% | -31.7% |
| 5Y | +7.2% | +93.6% | -86.4% | -31.7% |
| All | +152.3% | +179.5% | -27.2% | +44.2% |
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