+171.7%
ADM vs NVS
+180.2%
-8.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +3.0% | -15.7% | +18.7% | +9.3% |
| 30D | +8.7% | -11.1% | +19.8% | +12.8% |
| 3M | +7.6% | -7.2% | +14.8% | +9.3% |
| 6M | +26.9% | -12.3% | +39.2% | +31.6% |
| YTD | +54.3% | +2.8% | +51.5% | +49.2% |
| 1Y | +45.7% | +11.9% | +33.7% | +35.3% |
| 3Y | +21.9% | +55.1% | -33.2% | -3.2% |
| 5Y | +67.2% | +94.1% | -26.9% | +17.1% |
| All | +171.7% | +180.2% | -8.5% | +84.1% |
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