+144.1%
UMC vs NVS
+92.9%
+51.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +9.0% | -14.3% | +23.3% | +11.3% |
| 30D | +17.2% | -10.0% | +27.2% | +18.3% |
| 3M | +11.4% | -10.9% | +22.3% | +12.2% |
| 6M | +137.5% | -12.0% | +149.5% | +139.8% |
| YTD | +193.1% | +2.5% | +190.6% | +185.7% |
| 1Y | +240.3% | +10.7% | +229.6% | +225.4% |
| 3Y | +262.2% | +53.3% | +208.9% | +213.4% |
| All | +144.1% | +92.9% | +51.2% | +89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling