-65.4%
TEAM vs NVS
+134.2%
-199.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.4% | -1.3% | -1.1% | -2.3% |
| 30D | -26.7% | +9.3% | -36.0% | -27.5% |
| 3M | -9.6% | +5.8% | -15.4% | -10.2% |
| 6M | +86.0% | +7.2% | +78.9% | +84.4% |
| YTD | -7.5% | +20.0% | -27.5% | -11.4% |
| 1Y | -1.4% | +25.4% | -26.7% | -6.6% |
| 3Y | -14.3% | +89.2% | -103.5% | -31.0% |
| All | -65.4% | +134.2% | -199.6% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling