+111.2%
NVS vs TW
+206.7%
-95.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -14.3% | -4.5% | -9.8% | -13.5% |
| 30D | -10.0% | -2.3% | -7.7% | -9.6% |
| 3M | -10.9% | +2.6% | -13.5% | -11.6% |
| 6M | -12.0% | -17.5% | +5.6% | -9.1% |
| YTD | +2.5% | -5.3% | +7.8% | +2.7% |
| 1Y | +10.7% | -14.8% | +25.4% | +13.1% |
| 3Y | +53.3% | +18.8% | +34.5% | +44.6% |
| 5Y | +93.6% | +20.7% | +72.9% | +78.8% |
| All | +111.2% | +206.7% | -95.6% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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