+740.1%
TEAM vs NVS
+171.4%
+568.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -13.9% | +7.0% | -2.2% |
| 7D | -5.7% | -14.6% | +8.9% | -0.6% |
| 30D | +18.3% | -11.9% | +30.3% | +23.2% |
| 3M | +80.2% | -6.0% | +86.2% | +82.8% |
| 6M | +111.0% | -11.4% | +122.4% | +117.5% |
| YTD | +8.8% | +2.9% | +5.9% | +4.7% |
| 1Y | +2.2% | +10.2% | -8.1% | -5.0% |
| 3Y | -14.6% | +55.3% | -69.9% | -34.1% |
| 5Y | -53.8% | +89.6% | -143.4% | -68.6% |
| 10Y | +475.2% | +176.1% | +299.2% | +203.3% |
| All | +740.1% | +171.4% | +568.7% | +355.7% |
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