+174.6%
ARM vs NVS
+78.4%
+96.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.4% | +4.8% |
| 7D | -15.2% | +1.1% | -16.3% | -15.1% |
| 30D | -40.7% | +13.4% | -54.1% | -40.0% |
| 3M | -39.1% | +5.4% | -44.5% | -38.7% |
| 6M | -26.4% | +9.6% | -36.0% | -26.1% |
| YTD | +59.7% | +21.5% | +38.3% | +61.7% |
| 1Y | +10.3% | +32.3% | -22.0% | +12.1% |
| 3Y | +228.9% | +92.9% | +135.9% | +260.3% |
| All | +174.6% | +78.4% | +96.2% | +211.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling