+94.0%
NVS vs TRU
-35.6%
+129.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -14.3% | -2.7% | -11.5% | -14.0% |
| 30D | -10.0% | -2.0% | -7.9% | -9.8% |
| 3M | -10.9% | +18.4% | -29.3% | -12.2% |
| 6M | -12.0% | +8.9% | -20.8% | -12.8% |
| YTD | +2.5% | -8.9% | +11.5% | +2.8% |
| 1Y | +10.7% | -15.9% | +26.5% | +11.6% |
| 3Y | +53.3% | -1.1% | +54.4% | +51.1% |
| All | +94.0% | -35.6% | +129.6% | +91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling