+94.1%
NVS vs URA
+121.8%
-27.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +0.2% |
| 7D | -15.7% | -1.5% | -14.2% | -15.7% |
| 30D | -11.1% | -0.4% | -10.7% | -11.1% |
| 3M | -7.2% | +6.3% | -13.4% | -7.8% |
| 6M | -12.3% | -14.0% | +1.6% | -11.8% |
| YTD | +2.8% | +5.3% | -2.6% | +1.6% |
| 1Y | +11.9% | +11.7% | +0.3% | +9.5% |
| 3Y | +55.1% | +109.8% | -54.7% | +40.1% |
| 5Y | +94.1% | +108.0% | -13.9% | +72.2% |
| All | +94.1% | +121.8% | -27.8% | +72.2% |
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