+37.7%
THC vs NVS
+27.7%
+9.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.3% |
| 7D | -0.7% | +4.0% | -4.7% | -2.3% |
| 30D | +1.3% | +3.6% | -2.3% | -0.4% |
| 3M | +64.2% | +7.8% | +56.4% | +58.9% |
| 6M | +8.3% | -0.2% | +8.4% | +7.8% |
| YTD | +33.4% | +19.6% | +13.8% | +26.3% |
| 1Y | +37.7% | +28.4% | +9.3% | +26.6% |
| All | +37.7% | +27.7% | +9.9% | +26.6% |
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