-34.5%
ADSK vs NVS
+10.8%
-45.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.5% | -14.3% | +11.7% | -1.8% |
| 30D | -14.9% | -10.0% | -4.9% | -14.1% |
| 3M | +3.3% | -10.9% | +14.2% | +4.4% |
| 6M | -15.7% | -12.0% | -3.7% | -14.3% |
| YTD | -28.2% | +2.5% | -30.8% | -29.3% |
| 1Y | -34.5% | +10.7% | -45.2% | -37.0% |
| All | -34.5% | +10.8% | -45.4% | -37.0% |
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