+1.9%
AKAM vs NVS
+54.2%
-52.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.5% | -14.3% | +15.8% | +4.0% |
| 30D | -13.0% | -10.0% | -3.1% | -11.9% |
| 3M | -19.4% | -10.9% | -8.5% | -18.4% |
| 6M | +0.3% | -12.0% | +12.3% | +1.8% |
| YTD | +22.4% | +2.5% | +19.9% | +18.7% |
| 1Y | +34.8% | +10.7% | +24.2% | +27.8% |
| 3Y | +1.9% | +53.3% | -51.4% | -8.7% |
| All | +1.9% | +54.2% | -52.3% | -8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling