+221.2%
UPS vs NVS
+797.6%
-576.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -13.9% | +12.2% | +3.2% |
| 7D | -2.1% | -14.6% | +12.5% | +3.1% |
| 30D | -2.3% | -11.9% | +9.6% | +1.6% |
| 3M | -5.2% | -6.0% | +0.7% | -3.9% |
| 6M | +1.4% | -11.4% | +12.8% | +4.9% |
| YTD | +6.1% | +2.9% | +3.2% | +3.9% |
| 1Y | +27.0% | +10.2% | +16.8% | +21.0% |
| 3Y | -25.9% | +55.3% | -81.2% | -38.4% |
| 5Y | -34.6% | +89.6% | -124.2% | -50.1% |
| 10Y | +36.2% | +176.1% | -139.9% | -10.4% |
| All | +221.2% | +797.6% | -576.4% | +43.6% |
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