+60.9%
AG vs NVS
+93.4%
-32.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | -5.8% | -15.7% | +9.9% | +2.8% |
| 30D | +6.4% | -11.1% | +17.4% | +12.1% |
| 3M | +28.4% | -7.2% | +35.5% | +31.2% |
| 6M | -24.5% | -12.3% | -12.1% | -20.0% |
| YTD | +21.2% | +2.8% | +18.4% | +16.3% |
| 1Y | +114.1% | +11.9% | +102.2% | +94.6% |
| 3Y | +268.0% | +55.1% | +213.0% | +165.1% |
| All | +60.9% | +93.4% | -32.5% | -8.3% |
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