+1,762.6%
AON vs NVS
+1,076.7%
+685.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.4% | -3.5% |
| 7D | -7.9% | -15.4% | +7.5% | -2.7% |
| 30D | -14.6% | -12.3% | -2.3% | -11.0% |
| 3M | -7.9% | -7.8% | -0.1% | -5.8% |
| 6M | -8.0% | -13.0% | +5.0% | -4.2% |
| YTD | -13.2% | +2.8% | -16.0% | -15.1% |
| 1Y | -16.4% | +10.6% | -27.1% | -20.5% |
| 3Y | -6.7% | +55.1% | -61.7% | -22.3% |
| 5Y | +8.0% | +91.7% | -83.7% | -17.3% |
| 10Y | +205.6% | +181.2% | +24.4% | +101.6% |
| All | +1,762.6% | +1,076.7% | +685.9% | +673.5% |
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