+93.1%
ACN vs NVS
+179.5%
-86.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | -1.5% | -14.3% | +12.8% | +5.1% |
| 30D | +2.1% | -10.0% | +12.0% | +6.4% |
| 3M | +11.1% | -10.9% | +22.0% | +16.4% |
| 6M | -6.8% | -12.0% | +5.1% | -2.3% |
| YTD | -30.0% | +2.5% | -32.6% | -32.0% |
| 1Y | -23.1% | +10.7% | -33.8% | -28.2% |
| 3Y | -40.4% | +53.3% | -93.7% | -53.9% |
| 5Y | -41.6% | +93.6% | -135.2% | -61.3% |
| All | +93.1% | +179.5% | -86.5% | +11.5% |
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 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