+36.0%
NVS vs USHY
+1.9%
+34.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.5% |
| 7D | +5.7% | -0.2% | +5.9% | +6.0% |
| 30D | +17.1% | +0.7% | +16.4% | +15.8% |
| 3M | +7.6% | -2.2% | +9.8% | +11.5% |
| 6M | +14.1% | -0.9% | +14.9% | +14.8% |
| YTD | +23.3% | +0.2% | +23.2% | +21.7% |
| 1Y | +36.0% | +1.7% | +34.3% | +27.8% |
| All | +36.0% | +1.9% | +34.1% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling