+226.1%
ACWI vs NVS
+259.5%
-33.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +2.7% | -1.0% | +3.7% | +3.1% |
| 30D | -2.6% | +12.5% | -15.1% | -7.2% |
| 3M | -3.2% | +5.2% | -8.4% | -6.1% |
| 6M | +1.9% | +8.2% | -6.3% | -2.9% |
| YTD | +11.3% | +19.8% | -8.4% | +1.1% |
| 1Y | +11.7% | +24.8% | -13.2% | -0.6% |
| 3Y | +74.4% | +90.0% | -15.6% | +23.7% |
| 5Y | +59.5% | +134.3% | -74.8% | -1.4% |
| All | +226.1% | +259.5% | -33.4% | +74.3% |
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 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