+394.9%
TTWO vs NVS
+179.5%
+215.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +0.4% | -14.3% | +14.6% | +5.1% |
| 30D | -11.3% | -10.0% | -1.4% | -8.9% |
| 3M | +1.6% | -10.9% | +12.5% | +4.6% |
| 6M | +2.1% | -12.0% | +14.0% | +5.3% |
| YTD | -15.8% | +2.5% | -18.4% | -18.3% |
| 1Y | -12.6% | +10.7% | -23.3% | -17.8% |
| 3Y | +48.2% | +53.3% | -5.1% | +19.1% |
| 5Y | +40.0% | +93.6% | -53.6% | -1.6% |
| All | +394.9% | +179.5% | +215.3% | +201.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling