+134.3%
NVS vs URA
+28.3%
+106.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.2% |
| 7D | -1.0% | +4.5% | -5.5% | -1.3% |
| 30D | +12.5% | -13.4% | +26.0% | +13.4% |
| 3M | +5.2% | -28.4% | +33.6% | +7.1% |
| 6M | +8.2% | -40.5% | +48.6% | +11.3% |
| YTD | +19.8% | -24.3% | +44.0% | +20.5% |
| 1Y | +24.8% | -28.8% | +53.7% | +26.1% |
| 3Y | +90.0% | +37.6% | +52.4% | +75.3% |
| 5Y | +134.3% | +30.7% | +103.6% | +112.0% |
| All | +134.3% | +28.3% | +106.0% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling