+17.2%
APA vs NVS
+54.6%
-37.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | +0.3% | -15.4% | +15.7% | +1.3% |
| 30D | +9.3% | -12.3% | +21.6% | +10.0% |
| 3M | +23.3% | -7.8% | +31.1% | +23.6% |
| 6M | +39.5% | -13.0% | +52.5% | +41.0% |
| YTD | +87.6% | +2.8% | +84.9% | +82.4% |
| 1Y | +114.2% | +10.6% | +103.6% | +104.9% |
| All | +17.2% | +54.6% | -37.4% | +4.9% |
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