+397.8%
THC vs NVS
+1,297.4%
-899.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | +8.8% | +2.5% | +6.3% | +7.6% |
| 30D | +10.0% | +13.6% | -3.5% | +3.2% |
| 3M | +11.7% | +4.1% | +7.5% | +8.3% |
| 6M | +52.5% | +11.8% | +40.7% | +42.5% |
| YTD | +46.1% | +22.0% | +24.0% | +30.1% |
| 1Y | +49.1% | +32.3% | +16.8% | +27.3% |
| 3Y | +439.6% | +93.6% | +346.0% | +271.9% |
| 5Y | +263.2% | +136.7% | +126.5% | +123.6% |
| 10Y | +1,900.5% | +254.6% | +1,645.9% | +940.7% |
| All | +397.8% | +1,297.4% | -899.5% | +56.1% |
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