+2,914.8%
ADP vs NVS
+1,269.4%
+1,645.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | -3.4% | +4.0% | -7.4% | -5.0% |
| 30D | +2.8% | +3.6% | -0.8% | +1.2% |
| 3M | +20.9% | +7.8% | +13.1% | +16.9% |
| 6M | +29.9% | -0.2% | +30.1% | +28.8% |
| YTD | +9.6% | +19.6% | -9.9% | +0.9% |
| 1Y | -5.3% | +28.4% | -33.6% | -15.5% |
| 3Y | +16.5% | +76.2% | -59.7% | -9.9% |
| 5Y | +49.4% | +111.1% | -61.7% | +6.2% |
| 10Y | +282.2% | +224.3% | +57.9% | +128.9% |
| All | +2,914.8% | +1,269.4% | +1,645.4% | +1,006.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling