+101.4%
APA vs NVS
+10.8%
+90.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | +4.6% | -14.3% | +18.9% | +3.7% |
| 30D | +11.9% | -10.0% | +21.9% | +11.2% |
| 3M | +22.5% | -10.9% | +33.4% | +21.4% |
| 6M | +37.5% | -12.0% | +49.5% | +38.6% |
| YTD | +87.2% | +2.5% | +84.6% | +76.3% |
| 1Y | +101.4% | +10.7% | +90.8% | +83.2% |
| All | +101.4% | +10.8% | +90.6% | +83.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling