-17.2%
TTWO vs NVS
+37.6%
-54.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.6% | +3.5% | +6.8% |
| 7D | +7.0% | +5.7% | +1.3% | +6.6% |
| 30D | +2.7% | +17.1% | -14.4% | +1.9% |
| 3M | -13.0% | +7.6% | -20.7% | -13.6% |
| 6M | -7.2% | +14.1% | -21.3% | -7.7% |
| YTD | -18.4% | +23.3% | -41.7% | -19.3% |
| 1Y | -17.2% | +36.0% | -53.2% | -19.3% |
| All | -17.2% | +37.6% | -54.9% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling