-24.1%
TE vs NVS
+54.2%
-78.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.6% |
| 7D | +0.2% | -14.3% | +14.5% | -2.2% |
| 30D | -5.9% | -10.0% | +4.0% | -7.6% |
| 3M | -45.6% | -10.9% | -34.7% | -46.5% |
| 6M | -43.4% | -12.0% | -31.4% | -44.3% |
| YTD | -31.0% | +2.5% | -33.5% | -32.4% |
| 1Y | +145.2% | +10.7% | +134.5% | +139.0% |
| 3Y | -24.1% | +53.3% | -77.4% | -33.1% |
| All | -24.1% | +54.2% | -78.3% | -33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling