-44.0%
ACHR vs NVS
+87.3%
-131.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | -2.3% | -14.3% | +12.0% | +1.1% |
| 30D | -11.3% | -10.0% | -1.3% | -9.5% |
| 3M | +5.3% | -10.9% | +16.2% | +7.0% |
| 6M | -13.2% | -12.0% | -1.3% | -11.5% |
| YTD | -25.8% | +2.5% | -28.3% | -28.3% |
| 1Y | -34.3% | +10.7% | -45.0% | -38.3% |
| 3Y | -19.9% | +53.3% | -73.2% | -34.9% |
| 5Y | -42.7% | +93.6% | -136.3% | -60.4% |
| All | -44.0% | +87.3% | -131.3% | -61.7% |
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