+163.1%
NVS vs USHY
+49.7%
+113.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | -14.3% | -0.7% | -13.6% | -13.7% |
| 30D | -10.0% | -0.7% | -9.3% | -9.4% |
| 3M | -10.9% | +0.1% | -10.9% | -11.0% |
| 6M | -12.0% | +1.8% | -13.7% | -13.3% |
| YTD | +2.5% | +1.8% | +0.7% | +0.9% |
| 1Y | +10.7% | +3.3% | +7.4% | +7.5% |
| 3Y | +53.3% | +27.0% | +26.3% | +23.7% |
| 5Y | +93.6% | +21.0% | +72.6% | +64.5% |
| All | +163.1% | +49.7% | +113.4% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling