+1,271.8%
URI vs NVS
+177.6%
+1,094.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +5.0% | -15.4% | +20.4% | +13.1% |
| 30D | -9.4% | -12.3% | +2.9% | -4.6% |
| 3M | -5.8% | -7.8% | +2.0% | -3.9% |
| 6M | +25.8% | -13.0% | +38.8% | +32.4% |
| YTD | +27.9% | +2.8% | +25.1% | +22.2% |
| 1Y | +9.7% | +10.6% | -0.9% | +0.3% |
| 3Y | +128.0% | +55.1% | +72.9% | +64.6% |
| 5Y | +212.4% | +91.7% | +120.7% | +89.1% |
| 10Y | +1,271.8% | +181.2% | +1,090.6% | +556.3% |
| All | +1,271.8% | +177.6% | +1,094.2% | +556.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling