+251.3%
UAL vs NVS
+577.6%
-326.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +3.7% |
| 7D | +0.7% | +4.0% | -3.3% | -2.0% |
| 30D | -16.1% | +3.6% | -19.7% | -18.3% |
| 3M | +6.1% | +7.8% | -1.7% | +0.5% |
| 6M | +10.8% | -0.2% | +11.0% | +10.3% |
| YTD | -0.4% | +19.6% | -20.0% | -11.8% |
| 1Y | +5.0% | +28.4% | -23.3% | -11.4% |
| 3Y | +124.0% | +76.2% | +47.8% | +48.8% |
| 5Y | +141.0% | +111.1% | +29.9% | +38.8% |
| 10Y | +118.0% | +224.3% | -106.2% | -10.1% |
| All | +251.3% | +577.6% | -326.2% | -25.9% |
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