+25.3%
ADP vs NVS
+25.4%
-0.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.2% | -1.3% | +3.4% | +2.3% |
| 30D | +10.6% | +9.3% | +1.3% | +9.9% |
| 3M | +12.9% | +5.8% | +7.1% | +13.0% |
| 6M | +50.6% | +7.2% | +43.5% | +51.2% |
| YTD | +23.2% | +20.0% | +3.2% | +18.0% |
| 1Y | +25.3% | +25.4% | -0.1% | +17.7% |
| All | +25.3% | +25.4% | -0.1% | +17.7% |
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