+33.0%
USB vs NVS
+33.1%
-0.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.4% |
| 7D | +0.8% | +1.3% | -0.6% | +0.5% |
| 30D | +6.8% | +13.9% | -7.1% | +4.8% |
| 3M | -3.8% | +4.7% | -8.5% | -4.6% |
| 6M | +11.7% | +12.1% | -0.4% | +8.5% |
| YTD | +17.5% | +22.3% | -4.9% | +11.8% |
| All | +33.0% | +33.1% | -0.1% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling