+1,649.1%
THC vs NVS
+259.5%
+1,389.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.0% | -2.1% |
| 7D | +0.1% | -1.0% | +1.2% | +0.8% |
| 30D | +7.5% | +12.5% | -5.1% | -0.5% |
| 3M | +7.5% | +5.2% | +2.3% | +2.4% |
| 6M | +46.4% | +8.2% | +38.3% | +36.5% |
| YTD | +44.4% | +19.8% | +24.6% | +24.5% |
| 1Y | +43.4% | +24.8% | +18.6% | +19.9% |
| 3Y | +433.3% | +90.0% | +343.3% | +211.6% |
| 5Y | +262.5% | +134.3% | +128.3% | +71.6% |
| All | +1,649.1% | +259.5% | +1,389.6% | +545.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling