-16.9%
ACI vs NVS
+37.6%
-54.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | 0.0% | +2.9% |
| 7D | +4.5% | +5.7% | -1.2% | +3.6% |
| 30D | +20.9% | +17.1% | +3.8% | +17.8% |
| 3M | +15.2% | +7.6% | +7.6% | +13.7% |
| 6M | -13.3% | +14.1% | -27.4% | -15.5% |
| YTD | -16.2% | +23.3% | -39.5% | -20.5% |
| 1Y | -16.9% | +36.0% | -52.9% | -23.5% |
| All | -16.9% | +37.6% | -54.5% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling