+329.6%
APA vs NVS
+1,269.4%
-939.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.3% | -2.3% |
| 7D | +0.5% | +4.0% | -3.5% | -1.3% |
| 30D | +23.4% | +3.6% | +19.8% | +21.2% |
| 3M | +12.7% | +7.8% | +4.9% | +8.3% |
| 6M | +39.4% | -0.2% | +39.6% | +37.7% |
| YTD | +79.0% | +19.6% | +59.4% | +61.9% |
| 1Y | +88.8% | +28.4% | +60.5% | +64.7% |
| 3Y | +6.4% | +76.2% | -69.8% | -21.9% |
| 5Y | +153.0% | +111.1% | +41.9% | +68.0% |
| 10Y | +7.5% | +224.3% | -216.7% | -40.2% |
| All | +329.6% | +1,269.4% | -939.8% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling