+36.0%
NVS vs UMAC
+2.9%
+33.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -10.9% | +14.5% | +3.5% |
| 7D | +5.7% | -26.0% | +31.8% | +5.4% |
| 30D | +17.1% | -40.3% | +57.4% | +16.6% |
| 3M | +7.6% | -51.1% | +58.8% | +7.2% |
| 6M | +14.1% | -5.6% | +19.7% | +13.4% |
| YTD | +23.3% | +2.3% | +21.0% | +22.3% |
| 1Y | +36.0% | +7.9% | +28.1% | +35.1% |
| All | +36.0% | +2.9% | +33.1% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling