+125.0%
URI vs NVS
+55.0%
+70.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -13.9% | +14.5% | +2.4% |
| 7D | +2.5% | -14.6% | +17.1% | +4.6% |
| 30D | -12.5% | -11.9% | -0.6% | -11.3% |
| 3M | -6.2% | -6.0% | -0.2% | -6.3% |
| 6M | +25.9% | -11.4% | +37.3% | +27.2% |
| YTD | +26.2% | +2.9% | +23.3% | +24.1% |
| 1Y | +5.5% | +10.2% | -4.8% | +2.4% |
| 3Y | +125.0% | +55.3% | +69.7% | +101.5% |
| All | +125.0% | +55.0% | +70.0% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling