-9.0%
HUM vs NVS
+54.2%
-63.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | +2.1% | -14.3% | +16.3% | +4.5% |
| 30D | +5.4% | -10.0% | +15.3% | +6.8% |
| 3M | +11.4% | -10.9% | +22.3% | +13.0% |
| 6M | +141.5% | -12.0% | +153.5% | +145.2% |
| YTD | +61.2% | +2.5% | +58.7% | +56.9% |
| 1Y | +49.2% | +10.7% | +38.5% | +41.8% |
| 3Y | -9.0% | +53.3% | -62.3% | -20.3% |
| All | -9.0% | +54.2% | -63.3% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling