+6,893.4%
URI vs NVS
+928.1%
+5,965.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.6% |
| 7D | -2.0% | +4.0% | -6.0% | -4.4% |
| 30D | -12.9% | +3.6% | -16.5% | -15.0% |
| 3M | -6.7% | +7.8% | -14.5% | -11.3% |
| 6M | +19.0% | -0.2% | +19.2% | +17.9% |
| YTD | +25.5% | +19.6% | +6.0% | +12.3% |
| 1Y | +5.5% | +28.4% | -22.8% | -9.3% |
| 3Y | +111.3% | +76.2% | +35.1% | +48.4% |
| 5Y | +198.6% | +111.1% | +87.5% | +86.4% |
| 10Y | +1,179.9% | +224.3% | +955.7% | +529.1% |
| All | +6,893.4% | +928.1% | +5,965.3% | +1,910.0% |
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