+64.4%
UL vs NVS
+179.5%
-115.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -3.4% | -14.3% | +10.9% | +3.1% |
| 30D | +0.5% | -10.0% | +10.4% | +4.4% |
| 3M | +7.2% | -10.9% | +18.1% | +11.9% |
| 6M | -3.1% | -12.0% | +8.9% | +1.6% |
| YTD | -2.7% | +2.5% | -5.2% | -5.3% |
| 1Y | -10.2% | +10.7% | -20.9% | -16.1% |
| 3Y | +20.3% | +53.3% | -33.0% | -5.6% |
| 5Y | +19.9% | +93.6% | -73.7% | -17.9% |
| All | +64.4% | +179.5% | -115.2% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling