+174.9%
NVS vs TRU
+147.2%
+27.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -14.3% | -2.7% | -11.5% | -13.9% |
| 30D | -10.0% | -2.0% | -7.9% | -9.7% |
| 3M | -10.9% | +18.4% | -29.3% | -13.2% |
| 6M | -12.0% | +8.9% | -20.8% | -13.4% |
| YTD | +2.5% | -8.9% | +11.5% | +3.0% |
| 1Y | +10.7% | -15.9% | +26.5% | +12.3% |
| 3Y | +53.3% | -1.1% | +54.4% | +47.6% |
| 5Y | +93.6% | -35.2% | +128.8% | +100.8% |
| All | +174.9% | +147.2% | +27.7% | +126.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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