+45.0%
ADP vs NVS
+89.9%
-44.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -5.7% | -15.4% | +9.7% | -2.1% |
| 30D | -3.1% | -12.3% | +9.2% | -0.3% |
| 3M | +15.6% | -7.8% | +23.4% | +17.3% |
| 6M | +20.8% | -13.0% | +33.8% | +24.4% |
| YTD | +4.7% | +2.8% | +2.0% | +2.1% |
| 1Y | -8.3% | +10.6% | -18.9% | -12.8% |
| 3Y | +13.6% | +55.1% | -41.5% | -4.7% |
| 5Y | +45.0% | +91.7% | -46.6% | +10.1% |
| All | +45.0% | +89.9% | -44.9% | +10.1% |
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 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