+19.3%
ARM vs NVS
+37.6%
-18.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.6% | -8.9% | -4.7% |
| 7D | -18.7% | +5.7% | -24.4% | -17.9% |
| 30D | -36.7% | +17.1% | -53.7% | -35.2% |
| 3M | -31.6% | +7.6% | -39.3% | -30.8% |
| 6M | -5.6% | +14.1% | -19.7% | -7.1% |
| YTD | +75.5% | +23.3% | +52.2% | +77.1% |
| 1Y | +19.3% | +36.0% | -16.7% | +19.1% |
| All | +19.3% | +37.6% | -18.3% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling