+147.3%
NVS vs TENB
-3.6%
+150.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.3% |
| 7D | -15.7% | -7.1% | -8.6% | -15.3% |
| 30D | -11.1% | -15.4% | +4.3% | -10.3% |
| 3M | -7.2% | +19.5% | -26.7% | -9.0% |
| 6M | -12.3% | +54.8% | -67.1% | -16.0% |
| YTD | +2.8% | +36.1% | -33.4% | -0.8% |
| 1Y | +11.9% | +7.0% | +5.0% | +10.2% |
| 3Y | +55.1% | -27.6% | +82.6% | +56.2% |
| 5Y | +94.1% | -30.5% | +124.5% | +90.8% |
| All | +147.3% | -3.6% | +150.9% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling