+1,942.2%
APD vs NVS
+1,273.7%
+668.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +3.8% | -1.3% | +5.1% | +4.4% |
| 30D | +8.2% | +9.3% | -1.1% | +4.0% |
| 3M | +4.3% | +5.8% | -1.5% | +0.7% |
| 6M | +4.7% | +7.2% | -2.5% | +0.1% |
| YTD | +31.5% | +20.0% | +11.6% | +19.0% |
| 1Y | +23.5% | +25.4% | -1.8% | +9.5% |
| 3Y | +29.1% | +89.2% | -60.1% | -6.4% |
| 5Y | +15.9% | +134.6% | -118.7% | -24.6% |
| 10Y | +191.9% | +251.4% | -59.4% | +58.2% |
| All | +1,942.2% | +1,273.7% | +668.4% | +571.8% |
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