+1,269.4%
NVS vs TRMB
+2,726.3%
-1,456.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | +4.0% | -2.5% | +6.5% | +4.2% |
| 30D | +3.6% | +1.5% | +2.1% | +3.4% |
| 3M | +7.8% | +6.8% | +1.0% | +7.0% |
| 6M | -0.2% | -14.9% | +14.8% | +1.0% |
| YTD | +19.6% | -24.1% | +43.7% | +22.1% |
| 1Y | +28.4% | -25.4% | +53.8% | +31.2% |
| 3Y | +76.2% | +8.0% | +68.2% | +72.7% |
| 5Y | +111.1% | -37.3% | +148.4% | +115.1% |
| 10Y | +224.3% | +116.8% | +107.4% | +192.3% |
| All | +1,269.4% | +2,726.3% | -1,456.9% | +877.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling