+53.1%
AIG vs NVS
+92.9%
-39.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.2% | -14.3% | +13.1% | +3.6% |
| 30D | -1.1% | -10.0% | +8.9% | +1.7% |
| 3M | +0.7% | -10.9% | +11.6% | +3.7% |
| 6M | -2.2% | -12.0% | +9.8% | +1.1% |
| YTD | -10.8% | +2.5% | -13.4% | -13.2% |
| 1Y | -2.0% | +10.7% | -12.7% | -7.7% |
| 3Y | +34.8% | +53.3% | -18.5% | +8.8% |
| All | +53.1% | +92.9% | -39.8% | +2.2% |
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