+175.6%
APA vs NVS
+89.9%
+85.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | +0.3% | -15.4% | +15.7% | +3.2% |
| 30D | +9.3% | -12.3% | +21.6% | +11.5% |
| 3M | +23.3% | -7.8% | +31.1% | +24.4% |
| 6M | +39.5% | -13.0% | +52.5% | +42.4% |
| YTD | +87.6% | +2.8% | +84.9% | +81.4% |
| 1Y | +114.2% | +10.6% | +103.6% | +102.2% |
| 3Y | +13.6% | +55.1% | -41.5% | -5.9% |
| 5Y | +175.6% | +91.7% | +83.9% | +109.4% |
| All | +175.6% | +89.9% | +85.7% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling