+2.7%
AA vs NVS
+92.5%
-89.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | 0.0% | -4.8% | -4.8% |
| 7D | -5.4% | -15.7% | +10.3% | -0.5% |
| 30D | -10.7% | -11.1% | +0.4% | -8.0% |
| 3M | -26.2% | -7.2% | -19.0% | -25.2% |
| 6M | -20.9% | -12.3% | -8.6% | -18.3% |
| YTD | -8.6% | +2.8% | -11.4% | -11.6% |
| 1Y | +57.4% | +11.9% | +45.4% | +46.8% |
| 3Y | +77.8% | +55.1% | +22.7% | +39.1% |
| 5Y | +2.7% | +94.1% | -91.4% | -34.6% |
| All | +2.7% | +92.5% | -89.8% | -34.6% |
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