-25.8%
TE vs NVS
+37.6%
-63.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.6% | -7.1% | -1.9% |
| 7D | +3.8% | +5.7% | -1.9% | +6.4% |
| 30D | -26.2% | +17.1% | -43.3% | -20.2% |
| 3M | -49.7% | +7.6% | -57.4% | -47.2% |
| 6M | -46.5% | +14.1% | -60.5% | -43.5% |
| YTD | -59.1% | +23.3% | -82.4% | -53.1% |
| 1Y | -25.8% | +36.0% | -61.8% | -15.3% |
| All | -25.8% | +37.6% | -63.5% | -15.3% |
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