-3.7%
APA vs NVS
+179.5%
-183.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.6% |
| 7D | +4.6% | -14.3% | +18.9% | +11.3% |
| 30D | +11.9% | -10.0% | +21.9% | +16.0% |
| 3M | +22.5% | -10.9% | +33.4% | +27.5% |
| 6M | +37.5% | -12.0% | +49.5% | +42.6% |
| YTD | +87.2% | +2.5% | +84.6% | +77.6% |
| 1Y | +101.4% | +10.7% | +90.8% | +82.7% |
| 3Y | +16.9% | +53.3% | -36.4% | -15.2% |
| 5Y | +178.4% | +93.6% | +84.8% | +67.2% |
| All | -3.7% | +179.5% | -183.2% | -45.6% |
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