+2,328.3%
HUM vs NVS
+1,074.0%
+1,254.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | +2.1% | -14.3% | +16.3% | +7.5% |
| 30D | +5.4% | -10.0% | +15.3% | +8.8% |
| 3M | +11.4% | -10.9% | +22.3% | +15.2% |
| 6M | +141.5% | -12.0% | +153.5% | +150.2% |
| YTD | +61.2% | +2.5% | +58.7% | +56.8% |
| 1Y | +49.2% | +10.7% | +38.5% | +40.5% |
| 3Y | -9.0% | +53.3% | -62.3% | -25.4% |
| 5Y | +7.2% | +93.6% | -86.4% | -20.5% |
| 10Y | +152.7% | +180.6% | -27.9% | +64.3% |
| All | +2,328.3% | +1,074.0% | +1,254.3% | +955.2% |
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 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