+250.9%
UAL vs NVS
+578.7%
-327.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | +0.7% | -1.0% | +1.7% | +1.4% |
| 30D | +7.8% | +12.5% | -4.8% | +0.5% |
| 3M | -11.1% | +5.2% | -16.3% | -14.8% |
| 6M | +16.1% | +8.2% | +7.9% | +8.8% |
| YTD | -0.5% | +19.8% | -20.3% | -12.6% |
| 1Y | +11.3% | +24.8% | -13.5% | -4.8% |
| 3Y | +192.8% | +90.0% | +102.8% | +83.7% |
| 5Y | +123.3% | +134.3% | -11.0% | +19.0% |
| 10Y | +84.6% | +250.8% | -166.2% | -28.6% |
| All | +250.9% | +578.7% | -327.7% | -26.6% |
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 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