+6.2%
APD vs NVS
+54.8%
-48.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.9% | +12.8% | +1.8% |
| 7D | -2.5% | -14.6% | +12.1% | +0.7% |
| 30D | -1.9% | -11.9% | +10.0% | +0.5% |
| 3M | +8.2% | -6.0% | +14.2% | +8.7% |
| 6M | +10.7% | -11.4% | +22.1% | +13.0% |
| YTD | +22.9% | +2.9% | +20.0% | +19.4% |
| 1Y | +5.8% | +10.2% | -4.4% | +0.4% |
| All | +6.2% | +54.8% | -48.6% | -6.9% |
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