+1,623.2%
ACN vs NVS
+864.7%
+758.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -13.9% | +9.8% | +2.2% |
| 7D | -4.8% | -14.6% | +9.8% | +1.9% |
| 30D | +1.9% | -11.9% | +13.8% | +7.3% |
| 3M | +3.9% | -6.0% | +9.8% | +6.2% |
| 6M | -15.0% | -11.4% | -3.6% | -11.1% |
| YTD | -31.9% | +2.9% | -34.8% | -33.8% |
| 1Y | -28.5% | +10.2% | -38.7% | -32.8% |
| 3Y | -41.9% | +55.3% | -97.2% | -54.6% |
| 5Y | -42.9% | +89.6% | -132.5% | -60.0% |
| 10Y | +88.7% | +176.1% | -87.3% | +9.8% |
| All | +1,623.2% | +864.7% | +758.5% | +507.7% |
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