-9.8%
TRI vs NVS
+92.9%
-102.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -7.9% | -14.3% | +6.4% | -4.0% |
| 30D | -4.5% | -10.0% | +5.4% | -1.8% |
| 3M | +22.1% | -10.9% | +33.0% | +25.8% |
| 6M | -2.8% | -12.0% | +9.2% | +0.4% |
| YTD | -23.4% | +2.5% | -25.9% | -24.9% |
| 1Y | -41.5% | +10.7% | -52.2% | -44.2% |
| 3Y | -19.2% | +53.3% | -72.5% | -30.8% |
| All | -9.8% | +92.9% | -102.8% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling