+55.3%
NVS vs URA
+121.0%
-65.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | +3.1% | -17.1% | -14.0% |
| 7D | -14.6% | +8.1% | -22.7% | -14.8% |
| 30D | -11.9% | +5.8% | -17.7% | -12.1% |
| 3M | -6.0% | +3.4% | -9.4% | -6.1% |
| 6M | -11.4% | -2.6% | -8.8% | -11.4% |
| YTD | +2.9% | +11.2% | -8.2% | +2.4% |
| 1Y | +10.2% | +19.8% | -9.6% | +8.8% |
| 3Y | +55.3% | +121.5% | -66.1% | +41.0% |
| All | +55.3% | +121.0% | -65.7% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling