+358.8%
APP vs NVS
+88.8%
+270.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -13.9% | +11.3% | -1.6% |
| 7D | +0.1% | -14.6% | +14.7% | +1.2% |
| 30D | -10.0% | -11.9% | +1.9% | -9.2% |
| 3M | -44.6% | -6.0% | -38.7% | -44.5% |
| 6M | -37.9% | -11.4% | -26.5% | -37.3% |
| YTD | -53.7% | +2.9% | -56.6% | -54.4% |
| 1Y | -43.0% | +10.2% | -53.2% | -44.6% |
| 3Y | +640.8% | +55.3% | +585.5% | +534.5% |
| 5Y | +358.8% | +89.6% | +269.2% | +237.8% |
| All | +358.8% | +88.8% | +270.0% | +237.8% |
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