+25.4%
ADM vs NVS
+134.2%
-108.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.6% | +2.7% |
| 7D | +4.2% | -1.3% | +5.4% | +4.5% |
| 30D | -12.8% | +9.3% | -22.1% | -14.9% |
| 3M | -8.5% | +5.8% | -14.3% | -10.4% |
| 6M | -10.9% | +7.2% | -18.1% | -13.5% |
| YTD | +29.4% | +20.0% | +9.5% | +20.5% |
| 1Y | +27.5% | +25.4% | +2.2% | +16.8% |
| 3Y | +10.3% | +89.2% | -78.9% | -13.2% |
| All | +25.4% | +134.2% | -108.8% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling