-54.2%
APTV vs NVS
+54.6%
-108.8%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.8% | -15.7% | +13.9% | +2.6% |
| 30D | -7.9% | -11.1% | +3.2% | -5.1% |
| 3M | -29.9% | -7.2% | -22.7% | -28.7% |
| 6M | -36.6% | -12.3% | -24.3% | -34.5% |
| YTD | -40.0% | +2.8% | -42.7% | -40.9% |
| 1Y | -44.0% | +11.9% | -56.0% | -46.4% |
| All | -54.2% | +54.6% | -108.8% | -60.9% |
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 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