+668.9%
TEL vs NVS
+464.1%
+204.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +1.2% | -15.4% | +16.6% | +10.6% |
| 30D | -4.1% | -12.3% | +8.2% | +2.2% |
| 3M | -2.6% | -7.8% | +5.2% | +0.3% |
| 6M | 0.0% | -13.0% | +13.0% | +6.6% |
| YTD | -9.1% | +2.8% | -11.8% | -12.4% |
| 1Y | -0.8% | +10.6% | -11.5% | -8.9% |
| 3Y | +67.4% | +55.1% | +12.3% | +21.3% |
| 5Y | +51.8% | +91.7% | -39.9% | -6.4% |
| 10Y | +299.4% | +181.2% | +118.2% | +84.0% |
| All | +668.9% | +464.1% | +204.8% | +91.4% |
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