+275.3%
UMC vs NVS
+851.0%
-575.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.1% | +4.1% |
| 7D | +13.6% | -15.4% | +29.0% | +22.7% |
| 30D | +20.8% | -12.3% | +33.1% | +27.5% |
| 3M | +16.1% | -7.8% | +23.9% | +18.3% |
| 6M | +137.3% | -13.0% | +150.3% | +148.7% |
| YTD | +193.8% | +2.8% | +191.0% | +180.9% |
| 1Y | +236.1% | +10.6% | +225.5% | +206.5% |
| 3Y | +267.1% | +55.1% | +212.0% | +168.0% |
| 5Y | +145.3% | +91.7% | +53.6% | +54.1% |
| 10Y | +1,857.3% | +181.2% | +1,676.1% | +810.0% |
| All | +275.3% | +851.0% | -575.6% | -4.8% |
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