+111.7%
NVS vs TW
+211.2%
-99.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -15.4% | -0.5% | -14.9% | -15.2% |
| 30D | -12.3% | -0.6% | -11.7% | -12.2% |
| 3M | -7.8% | +3.4% | -11.2% | -8.7% |
| 6M | -13.0% | -18.4% | +5.5% | -10.0% |
| YTD | +2.8% | -3.9% | +6.7% | +2.6% |
| 1Y | +10.6% | -13.3% | +24.0% | +12.7% |
| 3Y | +55.1% | +20.8% | +34.2% | +45.8% |
| 5Y | +91.7% | +20.3% | +71.4% | +77.3% |
| All | +111.7% | +211.2% | -99.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling