+148.6%
TE vs NVS
+27.7%
+120.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +0.8% |
| 7D | -4.0% | +4.0% | -8.0% | -2.9% |
| 30D | -15.9% | +3.6% | -19.5% | -14.8% |
| 3M | -60.5% | +7.8% | -68.4% | -60.0% |
| 6M | -35.2% | -0.2% | -35.0% | -33.8% |
| YTD | -31.1% | +19.6% | -50.7% | -29.3% |
| 1Y | +148.6% | +28.4% | +120.3% | +144.2% |
| All | +148.6% | +27.7% | +120.9% | +144.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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