+1,164.6%
ARES vs NVS
+214.0%
+950.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.2% |
| 7D | -1.7% | +4.0% | -5.7% | -3.4% |
| 30D | +0.3% | +3.6% | -3.3% | -1.4% |
| 3M | +8.5% | +7.8% | +0.7% | +4.4% |
| 6M | +23.5% | -0.2% | +23.6% | +22.7% |
| YTD | -11.2% | +19.6% | -30.8% | -18.6% |
| 1Y | -19.3% | +28.4% | -47.7% | -28.5% |
| 3Y | +48.7% | +76.2% | -27.5% | +10.7% |
| 5Y | +106.5% | +111.1% | -4.5% | +37.4% |
| 10Y | +1,055.3% | +224.3% | +831.1% | +561.7% |
| All | +1,164.6% | +214.0% | +950.6% | +642.0% |
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 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