+930.0%
APH vs NVS
+260.1%
+669.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +4.9% | -1.3% | +6.1% | +5.4% |
| 30D | -5.4% | +9.3% | -14.7% | -8.5% |
| 3M | -5.5% | +5.8% | -11.2% | -8.2% |
| 6M | +25.9% | +7.2% | +18.7% | +20.9% |
| YTD | +16.4% | +20.0% | -3.6% | +6.9% |
| 1Y | +16.5% | +25.4% | -8.9% | +5.0% |
| 3Y | +270.9% | +89.2% | +181.6% | +170.6% |
| 5Y | +289.5% | +134.6% | +154.9% | +147.2% |
| All | +930.0% | +260.1% | +669.9% | +490.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling