+449.2%
NVS vs URA
-51.6%
+500.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | +0.5% |
| 7D | -1.0% | +4.5% | -5.5% | -1.7% |
| 30D | +12.5% | -13.4% | +26.0% | +14.5% |
| 3M | +5.2% | -28.4% | +33.6% | +9.4% |
| 6M | +8.2% | -40.5% | +48.6% | +14.9% |
| YTD | +19.8% | -24.3% | +44.0% | +21.8% |
| 1Y | +24.8% | -28.8% | +53.7% | +27.9% |
| 3Y | +90.0% | +37.6% | +52.4% | +69.9% |
| 5Y | +134.3% | +30.7% | +103.6% | +105.9% |
| 10Y | +250.8% | +266.8% | -16.0% | +134.6% |
| All | +449.2% | -51.6% | +500.8% | +403.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling