+892.4%
APP vs NVS
+93.3%
+799.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +9.9% |
| 7D | +71.2% | +1.1% | +70.1% | +71.4% |
| 30D | +39.1% | +13.4% | +25.6% | +42.0% |
| 3M | +16.5% | +5.4% | +11.1% | +17.9% |
| 6M | -16.6% | +9.6% | -26.1% | -14.4% |
| YTD | -41.9% | +21.5% | -63.4% | -39.0% |
| 1Y | -37.0% | +32.3% | -69.4% | -32.7% |
| 3Y | +892.4% | +92.9% | +799.5% | +1,006.5% |
| All | +892.4% | +93.3% | +799.1% | +1,006.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling