+93.5%
AMCR vs NVS
+383.1%
-289.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.3% | -1.5% |
| 7D | -6.3% | -14.3% | +8.0% | -1.7% |
| 30D | -7.8% | -10.0% | +2.2% | -5.0% |
| 3M | +7.5% | -10.9% | +18.4% | +11.0% |
| 6M | +2.7% | -12.0% | +14.7% | +6.6% |
| YTD | +6.0% | +2.5% | +3.5% | +4.7% |
| 1Y | +7.8% | +10.7% | -2.9% | +3.6% |
| 3Y | +5.8% | +53.3% | -47.5% | -8.9% |
| 5Y | -11.6% | +93.6% | -105.2% | -29.8% |
| 10Y | +14.6% | +180.6% | -165.9% | -10.8% |
| All | +93.5% | +383.1% | -289.6% | +46.1% |
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 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