+175.5%
NVS vs URA
+361.2%
-185.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.4% |
| 7D | -15.7% | -1.5% | -14.2% | -15.6% |
| 30D | -11.1% | -0.4% | -10.7% | -11.2% |
| 3M | -7.2% | +6.3% | -13.4% | -8.2% |
| 6M | -12.3% | -14.0% | +1.6% | -11.5% |
| YTD | +2.8% | +5.3% | -2.6% | +0.8% |
| 1Y | +11.9% | +11.7% | +0.3% | +8.1% |
| 3Y | +55.1% | +109.8% | -54.7% | +33.6% |
| 5Y | +94.1% | +108.0% | -13.9% | +62.5% |
| All | +175.5% | +361.2% | -185.7% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling