-32.7%
ACI vs NVS
+10.8%
-43.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -3.7% | -14.3% | +10.5% | -1.3% |
| 30D | +0.6% | -10.0% | +10.5% | +2.3% |
| 3M | -20.3% | -10.9% | -9.4% | -19.0% |
| 6M | -24.7% | -12.0% | -12.7% | -23.3% |
| YTD | -27.2% | +2.5% | -29.7% | -29.2% |
| 1Y | -32.7% | +10.7% | -43.4% | -35.8% |
| All | -32.7% | +10.8% | -43.6% | -35.8% |
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 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