+82.5%
NVS vs TPG
+74.1%
+8.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.3% |
| 7D | -14.3% | -9.4% | -4.8% | -13.7% |
| 30D | -10.0% | -5.3% | -4.7% | -9.7% |
| 3M | -10.9% | +12.9% | -23.8% | -11.6% |
| 6M | -12.0% | +20.1% | -32.1% | -13.0% |
| YTD | +2.5% | -22.5% | +25.0% | +3.8% |
| 1Y | +10.7% | -19.7% | +30.4% | +11.7% |
| 3Y | +53.3% | +81.2% | -27.9% | +40.9% |
| All | +82.5% | +74.1% | +8.4% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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