+651.5%
ADI vs NVS
+179.5%
+472.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +4.6% | -14.3% | +18.8% | +11.3% |
| 30D | -1.2% | -10.0% | +8.8% | +2.4% |
| 3M | -7.8% | -10.9% | +3.1% | -4.6% |
| 6M | +19.3% | -12.0% | +31.3% | +24.1% |
| YTD | +40.9% | +2.5% | +38.4% | +35.3% |
| 1Y | +54.5% | +10.7% | +43.8% | +42.3% |
| 3Y | +123.4% | +53.3% | +70.1% | +69.1% |
| 5Y | +142.3% | +93.6% | +48.7% | +55.3% |
| All | +651.5% | +179.5% | +472.0% | +346.1% |
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