+1,520.3%
USB vs NVS
+1,269.4%
+250.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.6% |
| 7D | +1.4% | +4.0% | -2.6% | -0.5% |
| 30D | -1.3% | +3.6% | -4.9% | -3.2% |
| 3M | +15.2% | +7.8% | +7.4% | +10.7% |
| 6M | +18.8% | -0.2% | +19.0% | +18.1% |
| YTD | +21.0% | +19.6% | +1.4% | +10.4% |
| 1Y | +34.0% | +28.4% | +5.6% | +18.0% |
| 3Y | +95.3% | +76.2% | +19.1% | +46.6% |
| 5Y | +40.4% | +111.1% | -70.7% | -4.2% |
| 10Y | +107.3% | +224.3% | -116.9% | +15.1% |
| All | +1,520.3% | +1,269.4% | +250.9% | +402.0% |
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