-45.7%
ACI vs NVS
+54.6%
-100.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -7.1% | -15.7% | +8.6% | -4.2% |
| 30D | -4.5% | -11.1% | +6.6% | -2.5% |
| 3M | -22.3% | -7.2% | -15.1% | -21.5% |
| 6M | -28.4% | -12.3% | -16.1% | -26.9% |
| YTD | -29.5% | +2.8% | -32.3% | -30.6% |
| 1Y | -34.2% | +11.9% | -46.2% | -36.5% |
| All | -45.7% | +54.6% | -100.2% | -49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling