+181.2%
NVS vs TAP
-51.4%
+232.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | -15.4% | -5.1% | -10.3% | -14.5% |
| 30D | -12.3% | -8.4% | -3.9% | -10.9% |
| 3M | -7.8% | -3.9% | -3.9% | -7.2% |
| 6M | -13.0% | -14.4% | +1.4% | -10.8% |
| YTD | +2.8% | -14.7% | +17.5% | +5.3% |
| 1Y | +10.6% | -18.7% | +29.3% | +14.1% |
| 3Y | +55.1% | -32.6% | +87.7% | +64.1% |
| 5Y | +91.7% | -1.4% | +93.1% | +86.4% |
| 10Y | +181.2% | -50.4% | +231.6% | +194.0% |
| All | +181.2% | -51.4% | +232.6% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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