+87.8%
APA vs NVS
+133.8%
-46.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +9.6% | -1.0% | +10.7% | +9.8% |
| 30D | -0.2% | +12.5% | -12.8% | -2.3% |
| 3M | +19.8% | +5.2% | +14.6% | +18.1% |
| 6M | +30.1% | +8.2% | +21.9% | +27.3% |
| YTD | +100.4% | +19.8% | +80.7% | +88.7% |
| 1Y | +105.2% | +24.8% | +80.4% | +90.6% |
| 3Y | +44.6% | +90.0% | -45.4% | +14.9% |
| All | +87.8% | +133.8% | -46.0% | +32.1% |
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