+61.6%
AG vs NVS
+179.5%
-117.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -6.7% | -14.3% | +7.5% | -0.1% |
| 30D | +2.2% | -10.0% | +12.1% | +6.5% |
| 3M | +15.7% | -10.9% | +26.6% | +20.8% |
| 6M | -23.8% | -12.0% | -11.8% | -19.8% |
| YTD | +17.6% | +2.5% | +15.1% | +14.4% |
| 1Y | +88.6% | +10.7% | +78.0% | +76.2% |
| 3Y | +253.4% | +53.3% | +200.1% | +177.1% |
| 5Y | +62.4% | +93.6% | -31.2% | +13.2% |
| All | +61.6% | +179.5% | -117.9% | -1.5% |
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