+352.8%
APH vs NVS
+88.8%
+264.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -13.9% | +12.7% | +1.3% |
| 7D | +0.2% | -14.6% | +14.8% | +2.9% |
| 30D | -3.3% | -11.9% | +8.6% | -1.4% |
| 3M | +14.0% | -6.0% | +20.0% | +14.4% |
| 6M | +24.4% | -11.4% | +35.8% | +26.5% |
| YTD | +21.4% | +2.9% | +18.5% | +20.0% |
| 1Y | +48.9% | +10.2% | +38.7% | +45.1% |
| 3Y | +290.1% | +55.3% | +234.8% | +242.7% |
| 5Y | +352.8% | +89.6% | +263.2% | +255.3% |
| All | +352.8% | +88.8% | +264.0% | +255.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling