+117.0%
AA vs NVS
+179.5%
-62.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -3.4% | -14.3% | +10.8% | +3.4% |
| 30D | -5.8% | -10.0% | +4.2% | -1.9% |
| 3M | -29.9% | -10.9% | -19.0% | -26.8% |
| 6M | -27.0% | -12.0% | -15.1% | -23.4% |
| YTD | -8.7% | +2.5% | -11.2% | -12.6% |
| 1Y | +50.6% | +10.7% | +40.0% | +37.5% |
| 3Y | +74.1% | +53.3% | +20.8% | +26.4% |
| 5Y | +2.6% | +93.6% | -91.0% | -38.2% |
| All | +117.0% | +179.5% | -62.6% | +13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling