+152.0%
NVS vs NTR
+98.7%
+53.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.4% |
| 7D | -15.7% | -2.5% | -13.2% | -15.4% |
| 30D | -11.1% | +17.0% | -28.1% | -13.2% |
| 3M | -7.2% | +22.2% | -29.4% | -10.1% |
| 6M | -12.3% | +5.2% | -17.5% | -13.4% |
| YTD | +2.8% | +29.7% | -26.9% | -2.1% |
| 1Y | +11.9% | +39.4% | -27.5% | +5.2% |
| 3Y | +55.1% | +38.2% | +16.9% | +44.4% |
| 5Y | +94.1% | +47.6% | +46.4% | +68.8% |
| All | +152.0% | +98.7% | +53.3% | +91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling