+151.4%
NVS vs NTR
+97.9%
+53.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -14.3% | -1.3% | -13.0% | -14.1% |
| 30D | -10.0% | +16.8% | -26.7% | -12.1% |
| 3M | -10.9% | +20.7% | -31.6% | -13.5% |
| 6M | -12.0% | +0.5% | -12.5% | -12.4% |
| YTD | +2.5% | +29.2% | -26.7% | -2.2% |
| 1Y | +10.7% | +39.6% | -28.9% | +4.0% |
| 3Y | +53.3% | +37.9% | +15.4% | +42.8% |
| 5Y | +93.6% | +47.1% | +46.5% | +68.5% |
| All | +151.4% | +97.9% | +53.5% | +91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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