-23.7%
AKAM vs NVS
+843.0%
-866.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.0% | +5.0% |
| 7D | +5.4% | -15.4% | +20.8% | +14.4% |
| 30D | -5.9% | -12.3% | +6.5% | -0.4% |
| 3M | -19.6% | -7.8% | -11.8% | -17.8% |
| 6M | +8.5% | -13.0% | +21.4% | +14.1% |
| YTD | +26.9% | +2.8% | +24.2% | +21.6% |
| 1Y | +41.7% | +10.6% | +31.1% | +29.7% |
| 3Y | +5.8% | +55.1% | -49.3% | -22.1% |
| 5Y | -2.3% | +91.7% | -94.0% | -37.8% |
| 10Y | +111.0% | +181.2% | -70.3% | +2.5% |
| All | -23.7% | +843.0% | -866.7% | -81.4% |
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