+850.4%
NVS vs TDY
+7,056.0%
-6,205.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.4% |
| 7D | -14.3% | -1.1% | -13.1% | -14.1% |
| 30D | -10.0% | -12.0% | +2.1% | -8.3% |
| 3M | -10.9% | -3.2% | -7.7% | -10.5% |
| 6M | -12.0% | -7.9% | -4.1% | -11.1% |
| YTD | +2.5% | +18.2% | -15.7% | -0.2% |
| 1Y | +10.7% | +6.7% | +4.0% | +9.3% |
| 3Y | +53.3% | +47.5% | +5.8% | +43.5% |
| 5Y | +93.6% | +39.5% | +54.1% | +81.4% |
| 10Y | +180.6% | +477.2% | -296.6% | +113.5% |
| All | +850.4% | +7,056.0% | -6,205.7% | +466.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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