+25.8%
TMO vs NVS
+27.7%
-1.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | -1.4% | +4.0% | -5.4% | -3.1% |
| 30D | +6.2% | +3.6% | +2.6% | +4.4% |
| 3M | +27.5% | +7.8% | +19.6% | +22.5% |
| 6M | +20.0% | -0.2% | +20.1% | +19.7% |
| YTD | +6.1% | +19.6% | -13.4% | -5.8% |
| 1Y | +25.8% | +28.4% | -2.5% | +5.1% |
| All | +25.8% | +27.7% | -1.9% | +5.1% |
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 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