+1,172.3%
UL vs NVS
+1,078.6%
+93.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -13.9% | +12.9% | +5.5% |
| 7D | -1.3% | -14.6% | +13.3% | +5.6% |
| 30D | +0.9% | -11.9% | +12.8% | +6.1% |
| 3M | +14.2% | -6.0% | +20.2% | +16.2% |
| 6M | -3.2% | -11.4% | +8.2% | +1.3% |
| YTD | -0.3% | +2.9% | -3.2% | -2.9% |
| 1Y | -8.8% | +10.2% | -19.0% | -14.2% |
| 3Y | +23.9% | +55.3% | -31.5% | -2.2% |
| 5Y | +21.4% | +89.6% | -68.3% | -13.9% |
| 10Y | +66.7% | +176.1% | -109.4% | -2.7% |
| All | +1,172.3% | +1,078.6% | +93.7% | +286.8% |
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