+163.8%
NVS vs USHY
+49.7%
+114.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -15.7% | -0.7% | -15.0% | -15.1% |
| 30D | -11.1% | -0.5% | -10.5% | -10.6% |
| 3M | -7.2% | +0.5% | -7.7% | -7.6% |
| 6M | -12.3% | +1.5% | -13.8% | -13.5% |
| YTD | +2.8% | +1.7% | +1.0% | +1.2% |
| 1Y | +11.9% | +3.5% | +8.4% | +8.5% |
| 3Y | +55.1% | +27.2% | +27.9% | +25.0% |
| 5Y | +94.1% | +21.0% | +73.1% | +64.9% |
| All | +163.8% | +49.7% | +114.1% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling