+10.7%
NVS vs SPXU
-36.3%
+47.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.5% |
| 7D | -14.3% | +2.5% | -16.8% | -14.0% |
| 30D | -10.0% | +4.2% | -14.1% | -9.5% |
| 3M | -10.9% | -9.3% | -1.6% | -11.8% |
| 6M | -12.0% | -30.7% | +18.7% | -16.5% |
| YTD | +2.5% | -28.1% | +30.6% | -2.4% |
| 1Y | +10.7% | -35.2% | +45.9% | +2.0% |
| All | +10.7% | -36.3% | +47.0% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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