+74.2%
AA vs NVS
+54.6%
+19.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -5.4% | -15.7% | +10.3% | -2.6% |
| 30D | -10.7% | -11.1% | +0.4% | -9.2% |
| 3M | -26.2% | -7.2% | -19.0% | -25.7% |
| 6M | -20.9% | -12.3% | -8.6% | -19.5% |
| YTD | -8.6% | +2.8% | -11.4% | -10.3% |
| 1Y | +57.4% | +11.9% | +45.4% | +51.6% |
| All | +74.2% | +54.6% | +19.6% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling