-8.6%
TEL vs NVS
+37.6%
-46.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.8% |
| 7D | -0.5% | +5.7% | -6.2% | -2.1% |
| 30D | +0.6% | +17.1% | -16.5% | -3.9% |
| 3M | +2.0% | +7.6% | -5.7% | -1.1% |
| 6M | +8.1% | +14.1% | -6.0% | +0.1% |
| YTD | -2.2% | +23.3% | -25.5% | -11.3% |
| 1Y | -8.6% | +36.0% | -44.6% | -23.0% |
| All | -8.6% | +37.6% | -46.2% | -23.0% |
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