+174.9%
NVS vs TRMB
+121.9%
+53.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.5% |
| 7D | -14.3% | -3.0% | -11.2% | -13.8% |
| 30D | -10.0% | +2.3% | -12.3% | -10.3% |
| 3M | -10.9% | +15.3% | -26.2% | -13.0% |
| 6M | -12.0% | -14.7% | +2.7% | -10.1% |
| YTD | +2.5% | -26.4% | +28.9% | +7.0% |
| 1Y | +10.7% | -30.4% | +41.1% | +16.4% |
| 3Y | +53.3% | +13.5% | +39.8% | +45.7% |
| 5Y | +93.6% | -38.6% | +132.2% | +103.0% |
| All | +174.9% | +121.9% | +53.0% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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