+2,700.1%
TRV vs NVS
+1,076.7%
+1,623.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.8% | -15.7% | +13.9% | +4.5% |
| 30D | -2.1% | -11.1% | +8.9% | +1.7% |
| 3M | +21.2% | -7.2% | +28.3% | +23.6% |
| 6M | +22.0% | -12.3% | +34.4% | +27.2% |
| YTD | +27.7% | +2.8% | +25.0% | +24.6% |
| 1Y | +36.6% | +11.9% | +24.6% | +28.4% |
| 3Y | +141.1% | +55.1% | +86.0% | +96.1% |
| 5Y | +157.6% | +94.1% | +63.6% | +89.2% |
| 10Y | +296.2% | +181.2% | +115.0% | +148.6% |
| All | +2,700.1% | +1,076.7% | +1,623.4% | +963.7% |
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