+127.0%
NVS vs OUST
-62.4%
+189.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.9% |
| 7D | +4.0% | +5.2% | -1.2% | +4.0% |
| 30D | +3.6% | -19.3% | +22.9% | +3.7% |
| 3M | +7.8% | -22.6% | +30.4% | +7.8% |
| 6M | -0.2% | +62.8% | -63.0% | -0.9% |
| YTD | +19.6% | +68.3% | -48.8% | +18.6% |
| 1Y | +28.4% | +28.5% | -0.2% | +27.5% |
| 3Y | +76.2% | +554.0% | -477.8% | +71.8% |
| 5Y | +111.1% | -56.2% | +167.3% | +106.3% |
| All | +127.0% | -62.4% | +189.5% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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