+53.6%
NVS vs UMAC
+473.8%
-420.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.2% | -0.2% |
| 7D | -14.3% | -3.4% | -10.9% | -14.3% |
| 30D | -10.0% | -15.1% | +5.1% | -9.9% |
| 3M | -10.9% | -10.8% | -0.1% | -10.9% |
| 6M | -12.0% | +15.7% | -27.6% | -12.3% |
| YTD | +2.5% | +80.1% | -77.6% | +1.8% |
| 1Y | +10.7% | +116.7% | -106.0% | +9.7% |
| All | +53.6% | +473.8% | -420.2% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling