+391.7%
APP vs NVS
+122.1%
+269.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.4% |
| 7D | +0.9% | +4.0% | -3.1% | +0.5% |
| 30D | -23.3% | +3.6% | -26.9% | -23.5% |
| 3M | -42.6% | +7.8% | -50.5% | -43.1% |
| 6M | -33.6% | -0.2% | -33.4% | -33.5% |
| YTD | -52.4% | +19.6% | -72.0% | -54.0% |
| 1Y | -35.9% | +28.4% | -64.3% | -38.9% |
| 3Y | +642.2% | +76.2% | +566.0% | +526.8% |
| 5Y | +311.1% | +111.1% | +200.0% | +199.9% |
| All | +391.7% | +122.1% | +269.5% | +253.5% |
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 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