-0.6%
AGNC vs NVS
+36.5%
-37.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.2% |
| 7D | +1.5% | +5.7% | -4.2% | +0.4% |
| 30D | +3.9% | +17.1% | -13.1% | +1.0% |
| 3M | -13.5% | +7.6% | -21.1% | -15.3% |
| 6M | -10.6% | +14.1% | -24.7% | -14.4% |
| YTD | -7.2% | +23.3% | -30.5% | -11.7% |
| All | -0.6% | +36.5% | -37.1% | -6.6% |
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