+237.8%
TMUS vs NVS
+260.1%
-22.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | +4.9% | -1.3% | +6.2% | +5.4% |
| 30D | +7.7% | +9.3% | -1.6% | +4.1% |
| 3M | -6.8% | +5.8% | -12.6% | -9.5% |
| 6M | -9.7% | +7.2% | -16.9% | -13.3% |
| YTD | -15.0% | +20.0% | -34.9% | -22.8% |
| 1Y | -19.1% | +25.4% | -44.5% | -28.1% |
| 3Y | +21.4% | +89.2% | -67.8% | -12.9% |
| 5Y | +51.2% | +134.6% | -83.5% | -4.8% |
| All | +237.8% | +260.1% | -22.3% | +96.8% |
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