+527.5%
APP vs NVS
+122.8%
+404.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.9% |
| 7D | +4.6% | -1.3% | +5.8% | +4.7% |
| 30D | +56.0% | +9.3% | +46.8% | +54.4% |
| 3M | +30.8% | +5.8% | +25.1% | +29.8% |
| 6M | -9.8% | +7.2% | -17.0% | -10.7% |
| YTD | -39.3% | +20.0% | -59.2% | -41.4% |
| 1Y | -26.4% | +25.4% | -51.8% | -29.6% |
| 3Y | +887.9% | +89.2% | +798.7% | +702.4% |
| 5Y | +264.1% | +134.6% | +129.5% | +150.4% |
| All | +527.5% | +122.8% | +404.6% | +349.9% |
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