+1,269.4%
NVS vs TAP
+734.4%
+535.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | +4.0% | -2.3% | +6.3% | +4.4% |
| 30D | +3.6% | -2.1% | +5.7% | +3.9% |
| 3M | +7.8% | +6.6% | +1.2% | +6.6% |
| 6M | -0.2% | -11.5% | +11.3% | +1.4% |
| YTD | +19.6% | -10.3% | +29.8% | +21.0% |
| 1Y | +28.4% | -14.4% | +42.8% | +30.6% |
| 3Y | +76.2% | -28.3% | +104.5% | +82.8% |
| 5Y | +111.1% | +1.7% | +109.4% | +106.0% |
| 10Y | +224.3% | -49.2% | +273.5% | +238.9% |
| All | +1,269.4% | +734.4% | +535.0% | +1,032.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling