+53.7%
NVS vs TRMB
+11.9%
+41.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.2% | 0.0% |
| 7D | -15.4% | -2.9% | -12.5% | -15.2% |
| 30D | -12.3% | -1.8% | -10.5% | -12.2% |
| 3M | -7.8% | +8.4% | -16.2% | -8.3% |
| 6M | -13.0% | -18.5% | +5.5% | -11.9% |
| YTD | +2.8% | -26.7% | +29.5% | +4.7% |
| 1Y | +10.6% | -28.3% | +38.9% | +12.9% |
| All | +53.7% | +11.9% | +41.7% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling