-75.1%
AIG vs NVS
+1,074.0%
-1,149.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.2% | -14.3% | +13.1% | +7.1% |
| 30D | -1.1% | -10.0% | +8.9% | +3.8% |
| 3M | +0.7% | -10.9% | +11.6% | +6.0% |
| 6M | -2.2% | -12.0% | +9.8% | +3.4% |
| YTD | -10.8% | +2.5% | -13.4% | -14.2% |
| 1Y | -2.0% | +10.7% | -12.7% | -10.3% |
| 3Y | +34.8% | +53.3% | -18.5% | -0.5% |
| 5Y | +55.0% | +93.6% | -38.6% | -2.1% |
| 10Y | +65.1% | +180.6% | -115.5% | -17.7% |
| All | -75.1% | +1,074.0% | -1,149.1% | -93.7% |
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