+128.2%
UAL vs NVS
+55.0%
+73.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -13.9% | +11.1% | 0.0% |
| 7D | +3.5% | -14.6% | +18.1% | +6.6% |
| 30D | -16.5% | -11.9% | -4.5% | -14.4% |
| 3M | +2.8% | -6.0% | +8.7% | +3.5% |
| 6M | +17.6% | -11.4% | +28.9% | +19.6% |
| YTD | -3.2% | +2.9% | -6.1% | -3.2% |
| 1Y | +0.4% | +10.2% | -9.8% | -0.4% |
| 3Y | +128.2% | +55.3% | +72.8% | +112.2% |
| All | +128.2% | +55.0% | +73.2% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling