+356.8%
ACWI vs NVS
+577.6%
-220.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +1.0% |
| 7D | +0.5% | +4.0% | -3.5% | -1.8% |
| 30D | +0.9% | +3.6% | -2.7% | -1.4% |
| 3M | +2.4% | +7.8% | -5.4% | -2.7% |
| 6M | +12.4% | -0.2% | +12.5% | +11.3% |
| YTD | +15.2% | +19.6% | -4.4% | +2.7% |
| 1Y | +22.7% | +28.4% | -5.7% | +4.6% |
| 3Y | +75.8% | +76.2% | -0.4% | +21.1% |
| 5Y | +67.7% | +111.1% | -43.4% | +1.3% |
| 10Y | +229.0% | +224.3% | +4.7% | +45.8% |
| All | +356.8% | +577.6% | -220.8% | +9.4% |
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