+75.4%
USAR vs NVS
+55.6%
+19.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.9% | +14.2% | +2.0% |
| 7D | +2.3% | -14.6% | +16.9% | +4.2% |
| 30D | -8.6% | -11.9% | +3.3% | -7.3% |
| 3M | -20.5% | -6.0% | -14.5% | -20.3% |
| 6M | +1.2% | -11.4% | +12.6% | +2.0% |
| YTD | +48.4% | +2.9% | +45.5% | +48.1% |
| 1Y | +30.6% | +10.2% | +20.4% | +30.4% |
| 3Y | +73.6% | +55.3% | +18.3% | +75.2% |
| All | +75.4% | +55.6% | +19.8% | +76.9% |
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