+115.0%
UMC vs NVS
+37.6%
+77.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -1.7% |
| 7D | -14.7% | +5.7% | -20.4% | -14.1% |
| 30D | -32.9% | +17.1% | -49.9% | -31.9% |
| 3M | -22.2% | +7.6% | -29.8% | -21.8% |
| 6M | +25.9% | +14.1% | +11.8% | +22.2% |
| YTD | +107.9% | +23.3% | +84.6% | +104.6% |
| 1Y | +115.0% | +36.0% | +79.0% | +114.5% |
| All | +115.0% | +37.6% | +77.4% | +114.5% |
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