+53.3%
NVS vs TKO
+102.7%
-49.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -14.3% | +2.3% | -16.6% | -14.5% |
| 30D | -10.0% | -2.5% | -7.5% | -9.8% |
| 3M | -10.9% | -10.6% | -0.3% | -10.1% |
| 6M | -12.0% | -5.1% | -6.9% | -11.8% |
| YTD | +2.5% | -8.2% | +10.7% | +2.9% |
| 1Y | +10.7% | -4.4% | +15.1% | +10.6% |
| 3Y | +53.3% | +100.4% | -47.1% | +50.1% |
| All | +53.3% | +102.7% | -49.4% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling