+53.3%
NVS vs TW
+19.1%
+34.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -14.3% | -4.5% | -9.8% | -13.8% |
| 30D | -10.0% | -2.3% | -7.7% | -9.7% |
| 3M | -10.9% | +2.6% | -13.5% | -11.2% |
| 6M | -12.0% | -17.5% | +5.6% | -9.9% |
| YTD | +2.5% | -5.3% | +7.8% | +2.6% |
| 1Y | +10.7% | -14.8% | +25.4% | +12.4% |
| 3Y | +53.3% | +18.8% | +34.5% | +55.8% |
| All | +53.3% | +19.1% | +34.2% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling