+94.1%
NVS vs TRMB
-39.6%
+133.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -15.7% | -5.4% | -10.3% | -15.2% |
| 30D | -11.1% | -2.0% | -9.1% | -10.9% |
| 3M | -7.2% | +12.3% | -19.5% | -8.3% |
| 6M | -12.3% | -17.6% | +5.3% | -10.8% |
| YTD | +2.8% | -27.5% | +30.2% | +5.8% |
| 1Y | +11.9% | -29.1% | +41.0% | +15.4% |
| 3Y | +55.1% | +11.5% | +43.6% | +50.2% |
| 5Y | +94.1% | -39.5% | +133.5% | +94.5% |
| All | +94.1% | -39.6% | +133.7% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling