-5.3%
ADP vs NVS
+27.7%
-33.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -2.1% |
| 7D | -3.4% | +4.0% | -7.4% | -3.4% |
| 30D | +2.8% | +3.6% | -0.8% | +2.8% |
| 3M | +20.9% | +7.8% | +13.1% | +21.3% |
| 6M | +29.9% | -0.2% | +30.1% | +31.4% |
| YTD | +9.6% | +19.6% | -9.9% | +5.4% |
| 1Y | -5.3% | +28.4% | -33.6% | -11.7% |
| All | -5.3% | +27.7% | -33.0% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling