+30.6%
UPS vs NVS
+37.6%
-7.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.6% | +1.1% | +3.6% |
| 7D | +8.2% | +5.7% | +2.5% | +6.5% |
| 30D | +22.7% | +17.1% | +5.7% | +17.4% |
| 3M | +6.4% | +7.6% | -1.2% | +3.4% |
| 6M | +22.6% | +14.1% | +8.5% | +15.0% |
| YTD | +20.7% | +23.3% | -2.6% | +8.4% |
| 1Y | +30.6% | +36.0% | -5.4% | +10.3% |
| All | +30.6% | +37.6% | -7.0% | +10.3% |
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