+319.9%
ADP vs NVS
+260.1%
+59.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.2% | -1.3% | +3.4% | +2.7% |
| 30D | +10.6% | +9.3% | +1.3% | +6.4% |
| 3M | +12.9% | +5.8% | +7.1% | +9.4% |
| 6M | +50.6% | +7.2% | +43.5% | +44.4% |
| YTD | +23.2% | +20.0% | +3.2% | +10.9% |
| 1Y | +25.3% | +25.4% | -0.1% | +10.2% |
| 3Y | +47.1% | +89.2% | -42.1% | +2.4% |
| 5Y | +50.1% | +134.6% | -84.6% | -10.1% |
| All | +319.9% | +260.1% | +59.8% | +122.6% |
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