+104.2%
UAL vs NVS
+177.6%
-73.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -1.1% | -15.4% | +14.2% | +5.8% |
| 30D | -13.4% | -12.3% | -1.1% | -9.1% |
| 3M | -2.3% | -7.8% | +5.5% | 0.0% |
| 6M | +13.3% | -13.0% | +26.3% | +19.3% |
| YTD | -4.2% | +2.8% | -7.0% | -6.7% |
| 1Y | +1.4% | +10.6% | -9.2% | -4.8% |
| 3Y | +125.8% | +55.1% | +70.7% | +74.7% |
| 5Y | +130.0% | +91.7% | +38.3% | +54.7% |
| 10Y | +104.2% | +181.2% | -77.0% | +22.6% |
| All | +104.2% | +177.6% | -73.4% | +22.6% |
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 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