+320.5%
TMUS vs NVS
+529.9%
-209.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.4% |
| 7D | +0.1% | +4.0% | -3.9% | -2.3% |
| 30D | +5.3% | +3.6% | +1.7% | +2.9% |
| 3M | +3.1% | +7.8% | -4.7% | -2.2% |
| 6M | -16.5% | -0.2% | -16.3% | -17.6% |
| YTD | -9.2% | +19.6% | -28.7% | -19.8% |
| 1Y | -26.5% | +28.4% | -54.9% | -38.2% |
| 3Y | +39.0% | +76.2% | -37.2% | -6.4% |
| 5Y | +40.4% | +111.1% | -70.7% | -17.6% |
| 10Y | +303.7% | +224.3% | +79.5% | +69.9% |
| All | +320.5% | +529.9% | -209.5% | +1.0% |
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