+59,599.6%
APH vs NVS
+1,269.4%
+58,330.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.5% |
| 7D | +5.0% | +4.0% | +0.9% | +3.4% |
| 30D | -3.9% | +3.6% | -7.5% | -5.3% |
| 3M | +13.0% | +7.8% | +5.2% | +9.3% |
| 6M | +25.2% | -0.2% | +25.3% | +24.4% |
| YTD | +22.9% | +19.6% | +3.4% | +14.4% |
| 1Y | +47.8% | +28.4% | +19.5% | +33.7% |
| 3Y | +283.0% | +76.2% | +206.8% | +202.1% |
| 5Y | +349.7% | +111.1% | +238.6% | +227.6% |
| 10Y | +1,061.2% | +224.3% | +837.0% | +618.8% |
| All | +59,599.6% | +1,269.4% | +58,330.2% | +26,106.6% |
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