+1,062.4%
APH vs NVS
+177.6%
+884.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +1.6% | -15.4% | +17.0% | +7.5% |
| 30D | -3.0% | -12.3% | +9.3% | +1.1% |
| 3M | +5.7% | -7.8% | +13.6% | +7.5% |
| 6M | +20.0% | -13.0% | +33.0% | +24.8% |
| YTD | +20.8% | +2.8% | +18.0% | +17.6% |
| 1Y | +40.2% | +10.6% | +29.6% | +32.2% |
| 3Y | +288.1% | +55.1% | +233.0% | +207.1% |
| 5Y | +352.5% | +91.7% | +260.8% | +213.7% |
| 10Y | +1,062.4% | +181.2% | +881.2% | +628.5% |
| All | +1,062.4% | +177.6% | +884.8% | +628.5% |
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