-43.5%
ACN vs NVS
+92.5%
-136.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -7.9% | -15.7% | +7.8% | -3.0% |
| 30D | -1.1% | -11.1% | +10.0% | +2.4% |
| 3M | +5.6% | -7.2% | +12.8% | +7.9% |
| 6M | -9.9% | -12.3% | +2.4% | -6.6% |
| YTD | -32.3% | +2.8% | -35.1% | -33.7% |
| 1Y | -25.3% | +11.9% | -37.3% | -29.0% |
| 3Y | -42.3% | +55.1% | -97.3% | -52.2% |
| 5Y | -43.5% | +94.1% | -137.5% | -61.3% |
| All | -43.5% | +92.5% | -136.0% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling