+22.0%
USB vs NVS
+135.2%
-113.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.3% |
| 30D | +5.8% | +13.4% | -7.6% | +1.9% |
| 3M | -6.0% | +5.4% | -11.4% | -8.1% |
| 6M | +7.8% | +9.6% | -1.8% | +3.6% |
| YTD | +14.6% | +21.5% | -6.9% | +5.7% |
| 1Y | +31.8% | +32.3% | -0.6% | +17.6% |
| 3Y | +91.5% | +92.9% | -1.4% | +44.0% |
| All | +22.0% | +135.2% | -113.1% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling