-9.3%
UL vs NVS
+27.7%
-37.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | -1.3% | +4.0% | -5.4% | -3.0% |
| 30D | +0.5% | +3.6% | -3.1% | -1.1% |
| 3M | +17.6% | +7.8% | +9.8% | +13.6% |
| 6M | -5.4% | -0.2% | -5.2% | -5.5% |
| YTD | +0.7% | +19.6% | -18.9% | -5.0% |
| 1Y | -9.3% | +28.4% | -37.6% | -16.0% |
| All | -9.3% | +27.7% | -37.0% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling