+14.6%
AMCR vs NVS
+179.5%
-164.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -6.3% | -14.3% | +8.0% | -0.6% |
| 30D | -7.8% | -10.0% | +2.2% | -4.4% |
| 3M | +7.5% | -10.9% | +18.4% | +11.8% |
| 6M | +2.7% | -12.0% | +14.7% | +7.4% |
| YTD | +6.0% | +2.5% | +3.5% | +4.1% |
| 1Y | +7.8% | +10.7% | -2.9% | +2.2% |
| 3Y | +5.8% | +53.3% | -47.5% | -13.4% |
| 5Y | -11.6% | +93.6% | -105.2% | -35.5% |
| All | +14.6% | +179.5% | -164.9% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling