+279.7%
UAL vs NVS
+593.2%
-313.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.4% |
| 7D | +10.2% | +1.3% | +8.9% | +9.5% |
| 30D | +12.0% | +13.9% | -1.8% | +3.8% |
| 3M | -7.1% | +4.7% | -11.8% | -10.7% |
| 6M | +20.9% | +12.1% | +8.8% | +10.9% |
| YTD | +7.7% | +22.3% | -14.7% | -6.7% |
| 1Y | +23.6% | +33.5% | -9.9% | +1.4% |
| 3Y | +222.6% | +94.7% | +127.8% | +99.4% |
| 5Y | +127.9% | +137.6% | -9.6% | +20.5% |
| 10Y | +100.2% | +254.5% | -154.3% | -22.9% |
| All | +279.7% | +593.2% | -313.5% | -21.6% |
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