+68.0%
ACWI vs NVS
+113.6%
-45.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | +0.5% | +4.0% | -3.5% | -0.6% |
| 30D | +0.9% | +3.6% | -2.7% | -0.2% |
| 3M | +2.4% | +7.8% | -5.4% | -0.1% |
| 6M | +12.4% | -0.2% | +12.5% | +12.0% |
| YTD | +15.2% | +19.6% | -4.4% | +8.8% |
| 1Y | +22.7% | +28.4% | -5.7% | +13.4% |
| 3Y | +75.8% | +76.2% | -0.4% | +44.7% |
| All | +68.0% | +113.6% | -45.6% | +23.2% |
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