+36.0%
NVS vs NTRS
+43.5%
-7.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +3.3% |
| 7D | +5.7% | +3.6% | +2.1% | +5.4% |
| 30D | +17.1% | +4.3% | +12.8% | +16.6% |
| 3M | +7.6% | -1.9% | +9.6% | +7.7% |
| 6M | +14.1% | +11.4% | +2.6% | +12.7% |
| YTD | +23.3% | +32.3% | -9.0% | +19.7% |
| 1Y | +36.0% | +42.5% | -6.5% | +31.5% |
| All | +36.0% | +43.5% | -7.5% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling