+159.7%
TRV vs NVS
+92.9%
+66.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +1.9% | -14.3% | +16.2% | +6.4% |
| 30D | +1.7% | -10.0% | +11.7% | +4.3% |
| 3M | +23.9% | -10.9% | +34.8% | +27.4% |
| 6M | +26.3% | -12.0% | +38.2% | +30.2% |
| YTD | +30.8% | +2.5% | +28.3% | +27.8% |
| 1Y | +36.3% | +10.7% | +25.6% | +29.3% |
| 3Y | +145.0% | +53.3% | +91.7% | +104.2% |
| All | +159.7% | +92.9% | +66.7% | +90.6% |
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