+30.7%
AMCR vs NVS
+37.6%
-6.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.6% | -0.3% | +1.8% |
| 7D | +6.2% | +5.7% | +0.5% | +3.9% |
| 30D | +16.0% | +17.1% | -1.0% | +8.9% |
| 3M | +4.4% | +7.6% | -3.3% | 0.0% |
| 6M | +35.5% | +14.1% | +21.4% | +24.8% |
| YTD | +21.5% | +23.3% | -1.8% | +13.6% |
| 1Y | +30.7% | +36.0% | -5.2% | +21.1% |
| All | +30.7% | +37.6% | -6.9% | +21.1% |
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