+21.6%
ACI vs NVS
+94.2%
-72.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -3.7% | -14.3% | +10.5% | -0.4% |
| 30D | +0.6% | -10.0% | +10.5% | +2.8% |
| 3M | -20.3% | -10.9% | -9.4% | -18.5% |
| 6M | -24.7% | -12.0% | -12.7% | -22.8% |
| YTD | -27.2% | +2.5% | -29.7% | -28.5% |
| 1Y | -32.7% | +10.7% | -43.4% | -35.3% |
| 3Y | -43.9% | +53.3% | -97.2% | -50.9% |
| 5Y | -38.9% | +93.6% | -132.5% | -51.2% |
| All | +21.6% | +94.2% | -72.7% | -2.8% |
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