+451.1%
AG vs NVS
+441.8%
+9.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.2% | +2.2% |
| 7D | -0.1% | -15.4% | +15.3% | +9.7% |
| 30D | +12.5% | -12.3% | +24.8% | +20.4% |
| 3M | +28.2% | -7.8% | +36.0% | +32.4% |
| 6M | -18.8% | -13.0% | -5.9% | -13.0% |
| YTD | +27.4% | +2.8% | +24.6% | +22.8% |
| 1Y | +132.2% | +10.6% | +121.6% | +113.1% |
| 3Y | +286.9% | +55.1% | +231.8% | +181.8% |
| 5Y | +72.8% | +91.7% | -18.9% | +9.4% |
| 10Y | +74.6% | +181.2% | -106.6% | -19.7% |
| All | +451.1% | +441.8% | +9.3% | +27.0% |
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 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