+339.1%
ACWI vs NVS
+591.4%
-252.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.2% | +2.5% | -2.7% | -1.5% |
| 30D | -3.3% | +13.6% | -16.9% | -9.8% |
| 3M | -3.4% | +4.1% | -7.5% | -6.8% |
| 6M | +0.8% | +11.8% | -11.0% | -7.2% |
| YTD | +10.7% | +22.0% | -11.3% | -3.4% |
| 1Y | +11.6% | +32.3% | -20.7% | -7.1% |
| 3Y | +73.4% | +93.6% | -20.2% | +11.9% |
| 5Y | +60.2% | +136.7% | -76.5% | -10.8% |
| 10Y | +221.6% | +254.6% | -33.0% | +33.4% |
| All | +339.1% | +591.4% | -252.3% | +2.9% |
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