-48.5%
TE vs NVS
+89.5%
-137.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -13.9% | +23.9% | +9.6% |
| 7D | +18.2% | -14.6% | +32.8% | +17.8% |
| 30D | -13.5% | -11.9% | -1.6% | -13.8% |
| 3M | -44.6% | -6.0% | -38.6% | -45.1% |
| 6M | -24.7% | -11.4% | -13.3% | -25.0% |
| YTD | -24.3% | +2.9% | -27.2% | -25.4% |
| 1Y | +155.6% | +10.2% | +145.3% | +150.0% |
| 3Y | -18.3% | +55.3% | -73.6% | -22.8% |
| 5Y | -41.3% | +89.6% | -130.9% | -46.0% |
| All | -48.5% | +89.5% | -137.9% | -52.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling