+5,439.7%
TTWO vs NVS
+1,057.3%
+4,382.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.3% | -15.7% | +17.0% | +7.0% |
| 30D | -13.4% | -11.1% | -2.3% | -10.4% |
| 3M | +3.1% | -7.2% | +10.3% | +4.8% |
| 6M | +3.8% | -12.3% | +16.1% | +7.4% |
| YTD | -15.3% | +2.8% | -18.0% | -17.4% |
| 1Y | -11.1% | +11.9% | -23.0% | -16.2% |
| 3Y | +52.0% | +55.1% | -3.1% | +25.2% |
| 5Y | +40.9% | +94.1% | -53.1% | +5.5% |
| 10Y | +407.6% | +181.2% | +226.4% | +229.3% |
| All | +5,439.7% | +1,057.3% | +4,382.5% | +1,888.1% |
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