+450.0%
NVS vs URA
-52.4%
+502.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -1.3% | -1.5% | +0.3% | -1.1% |
| 30D | +9.3% | -10.4% | +19.7% | +10.7% |
| 3M | +5.8% | -29.6% | +35.4% | +10.3% |
| 6M | +7.2% | -40.3% | +47.5% | +13.8% |
| YTD | +20.0% | -25.5% | +45.4% | +22.3% |
| 1Y | +25.4% | -26.4% | +51.8% | +27.8% |
| 3Y | +89.2% | +31.4% | +57.8% | +70.4% |
| 5Y | +134.6% | +28.6% | +106.0% | +106.7% |
| 10Y | +251.4% | +260.9% | -9.5% | +135.5% |
| All | +450.0% | -52.4% | +502.4% | +405.3% |
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