+33.0%
TMUS vs NVS
+54.6%
-21.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -5.3% | -15.4% | +10.1% | -3.2% |
| 30D | +0.1% | -12.3% | +12.4% | +1.7% |
| 3M | -0.6% | -7.8% | +7.2% | -0.1% |
| 6M | -17.5% | -13.0% | -4.6% | -16.1% |
| YTD | -11.3% | +2.8% | -14.0% | -13.2% |
| 1Y | -25.4% | +10.6% | -36.0% | -28.4% |
| All | +33.0% | +54.6% | -21.6% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling