+317.5%
TMUS vs NVS
+179.5%
+138.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +0.4% | -14.3% | +14.7% | +6.0% |
| 30D | +3.5% | -10.0% | +13.5% | +7.0% |
| 3M | -1.3% | -10.9% | +9.6% | +2.0% |
| 6M | -13.6% | -12.0% | -1.7% | -10.6% |
| YTD | -8.8% | +2.5% | -11.3% | -12.0% |
| 1Y | -22.9% | +10.7% | -33.5% | -28.4% |
| 3Y | +36.7% | +53.3% | -16.6% | +6.8% |
| 5Y | +46.6% | +93.6% | -47.0% | -0.2% |
| All | +317.5% | +179.5% | +138.0% | +158.1% |
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 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