+19.3%
ACI vs NVS
+94.7%
-75.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.4% |
| 7D | -5.0% | -15.4% | +10.3% | -1.4% |
| 30D | -2.3% | -12.3% | +10.0% | +0.5% |
| 3M | -23.2% | -7.8% | -15.4% | -22.1% |
| 6M | -29.5% | -13.0% | -16.5% | -27.5% |
| YTD | -28.6% | +2.8% | -31.4% | -29.9% |
| 1Y | -34.0% | +10.6% | -44.7% | -36.6% |
| 3Y | -45.0% | +55.1% | -100.0% | -52.0% |
| 5Y | -44.0% | +91.7% | -135.7% | -55.1% |
| All | +19.3% | +94.7% | -75.4% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling