+127.9%
NVS vs TRU
+225.6%
-97.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -15.7% | -9.4% | -6.3% | -14.4% |
| 30D | -11.1% | -4.1% | -7.0% | -10.5% |
| 3M | -7.2% | +13.6% | -20.8% | -9.2% |
| 6M | -12.3% | +3.6% | -15.9% | -13.2% |
| YTD | +2.8% | -9.8% | +12.6% | +3.4% |
| 1Y | +11.9% | -13.6% | +25.6% | +13.2% |
| 3Y | +55.1% | -2.0% | +57.0% | +49.1% |
| 5Y | +94.1% | -35.8% | +129.9% | +100.9% |
| 10Y | +181.2% | +142.9% | +38.3% | +110.7% |
| All | +127.9% | +225.6% | -97.7% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling