+54.0%
NVS vs UMAC
+508.0%
-454.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.1% |
| 7D | -15.4% | +3.3% | -18.6% | -15.4% |
| 30D | -12.3% | -10.4% | -1.9% | -12.3% |
| 3M | -7.8% | +1.8% | -9.6% | -7.9% |
| 6M | -13.0% | +40.7% | -53.7% | -13.4% |
| YTD | +2.8% | +90.9% | -88.1% | +2.0% |
| 1Y | +10.6% | +151.8% | -141.1% | +9.6% |
| All | +54.0% | +508.0% | -454.0% | +49.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling