+146.7%
NVS vs TENB
-9.4%
+156.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.0% | +5.8% | +0.1% |
| 7D | -14.3% | -12.1% | -2.2% | -13.6% |
| 30D | -10.0% | -18.6% | +8.7% | -9.0% |
| 3M | -10.9% | +12.1% | -22.9% | -12.3% |
| 6M | -12.0% | +46.8% | -58.8% | -15.4% |
| YTD | +2.5% | +28.0% | -25.5% | -0.6% |
| 1Y | +10.7% | -1.4% | +12.1% | +9.5% |
| 3Y | +53.3% | -33.9% | +87.2% | +55.4% |
| 5Y | +93.6% | -34.6% | +128.2% | +91.0% |
| All | +146.7% | -9.4% | +156.1% | +113.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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