+88.0%
ARM vs NVS
+10.4%
+77.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -13.9% | +17.7% | +3.0% |
| 7D | +11.4% | -14.6% | +26.0% | +10.6% |
| 30D | -7.4% | -11.9% | +4.5% | -8.1% |
| 3M | -24.5% | -6.0% | -18.5% | -26.7% |
| 6M | +128.7% | -11.4% | +140.0% | +126.8% |
| YTD | +139.3% | +2.9% | +136.3% | +134.0% |
| 1Y | +88.0% | +10.2% | +77.7% | +83.6% |
| All | +88.0% | +10.4% | +77.6% | +83.6% |
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 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