+2,027.7%
TMO vs NVS
+1,074.0%
+953.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.6% | -14.3% | +13.6% | +5.7% |
| 30D | +1.1% | -10.0% | +11.1% | +5.0% |
| 3M | +28.3% | -10.9% | +39.2% | +33.7% |
| 6M | +23.3% | -12.0% | +35.2% | +29.0% |
| YTD | +5.5% | +2.5% | +2.9% | +2.9% |
| 1Y | +24.5% | +10.7% | +13.9% | +17.4% |
| 3Y | +19.6% | +53.3% | -33.7% | -3.1% |
| 5Y | +8.1% | +93.6% | -85.5% | -21.7% |
| 10Y | +336.7% | +180.6% | +156.2% | +168.6% |
| All | +2,027.7% | +1,074.0% | +953.7% | +662.7% |
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