+654.6%
APP vs NVS
+80.7%
+573.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +1.8% |
| 7D | +0.9% | +4.0% | -3.1% | +1.9% |
| 30D | -23.3% | +3.6% | -26.9% | -22.6% |
| 3M | -42.6% | +7.8% | -50.5% | -41.3% |
| 6M | -33.6% | -0.2% | -33.4% | -33.2% |
| YTD | -52.4% | +19.6% | -72.0% | -50.2% |
| 1Y | -35.9% | +28.4% | -64.3% | -32.0% |
| All | +654.6% | +80.7% | +573.9% | +757.0% |
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