+2,330.4%
ACN vs NVS
+1,024.5%
+1,305.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -3.8% | -1.3% | -2.6% | -3.3% |
| 30D | +16.5% | +9.3% | +7.3% | +11.9% |
| 3M | +41.5% | +5.8% | +35.7% | +36.9% |
| 6M | +60.1% | +7.2% | +52.9% | +53.7% |
| YTD | -3.9% | +20.0% | -23.9% | -13.0% |
| 1Y | +4.1% | +25.4% | -21.3% | -7.7% |
| 3Y | -15.9% | +89.2% | -105.1% | -39.9% |
| 5Y | -26.3% | +134.6% | -161.0% | -53.3% |
| 10Y | +148.2% | +251.4% | -103.1% | +29.4% |
| All | +2,330.4% | +1,024.5% | +1,305.9% | +698.0% |
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