+258.4%
NVS vs TAP
-46.0%
+304.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.4% |
| 7D | -1.3% | +1.3% | -2.5% | -1.5% |
| 30D | +9.3% | +5.7% | +3.6% | +8.1% |
| 3M | +5.8% | -1.9% | +7.7% | +6.0% |
| 6M | +7.2% | +0.9% | +6.2% | +6.7% |
| YTD | +20.0% | -9.5% | +29.5% | +21.4% |
| 1Y | +25.4% | -9.0% | +34.3% | +26.6% |
| 3Y | +89.2% | -22.2% | +111.5% | +94.8% |
| 5Y | +134.6% | +1.2% | +133.4% | +127.1% |
| All | +258.4% | -46.0% | +304.4% | +270.9% |
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