+179.9%
APTV vs NVS
+383.1%
-203.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -13.9% | +9.3% | +2.8% |
| 7D | +2.0% | -14.6% | +16.6% | +10.3% |
| 30D | -7.7% | -11.9% | +4.2% | -2.0% |
| 3M | -34.0% | -6.0% | -28.0% | -32.6% |
| 6M | -37.1% | -11.4% | -25.7% | -33.9% |
| YTD | -39.9% | +2.9% | -42.8% | -42.1% |
| 1Y | -44.4% | +10.2% | -54.7% | -48.7% |
| 3Y | -54.5% | +55.3% | -109.8% | -66.5% |
| 5Y | -69.1% | +89.6% | -158.7% | -80.3% |
| 10Y | -20.0% | +176.1% | -196.1% | -59.0% |
| All | +179.9% | +383.1% | -203.2% | -0.6% |
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