+5.8%
AMCR vs NVS
+54.2%
-48.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -6.3% | -14.3% | +8.0% | -1.0% |
| 30D | -7.8% | -10.0% | +2.2% | -4.8% |
| 3M | +7.5% | -10.9% | +18.4% | +11.4% |
| 6M | +2.7% | -12.0% | +14.7% | +6.8% |
| YTD | +6.0% | +2.5% | +3.5% | +4.4% |
| 1Y | +7.8% | +10.7% | -2.9% | +2.9% |
| 3Y | +5.8% | +53.3% | -47.5% | -10.1% |
| All | +5.8% | +54.2% | -48.4% | -10.1% |
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 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