+1,151.9%
URI vs NVS
+259.5%
+892.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +9.3% | -1.0% | +10.4% | +9.8% |
| 30D | +7.6% | +12.5% | -4.9% | +1.6% |
| 3M | +1.0% | +5.2% | -4.2% | -2.9% |
| 6M | +19.8% | +8.2% | +11.7% | +12.8% |
| YTD | +41.9% | +19.8% | +22.1% | +25.8% |
| 1Y | +33.4% | +24.8% | +8.6% | +15.6% |
| 3Y | +156.0% | +90.0% | +66.0% | +67.0% |
| 5Y | +209.5% | +134.3% | +75.3% | +69.4% |
| All | +1,151.9% | +259.5% | +892.3% | +511.8% |
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 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