+330.0%
ACWI vs NVS
+588.4%
-258.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -2.4% | +1.1% | -3.4% | -2.9% |
| 30D | -5.2% | +13.4% | -18.6% | -11.5% |
| 3M | -4.8% | +5.4% | -10.2% | -8.8% |
| 6M | -1.3% | +9.6% | -10.9% | -8.1% |
| YTD | +8.4% | +21.5% | -13.1% | -5.2% |
| 1Y | +11.0% | +32.3% | -21.3% | -7.7% |
| 3Y | +70.6% | +92.9% | -22.4% | +10.3% |
| 5Y | +55.3% | +134.3% | -79.0% | -13.0% |
| 10Y | +223.2% | +272.3% | -49.1% | +29.5% |
| All | +330.0% | +588.4% | -258.5% | +1.0% |
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