-26.4%
ARM vs NVS
+10.0%
-36.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.4% | +4.9% |
| 7D | -15.2% | +1.1% | -16.3% | -14.7% |
| 30D | -40.7% | +13.4% | -54.1% | -36.9% |
| 3M | -39.1% | +5.4% | -44.5% | -36.1% |
| 6M | -26.4% | +9.6% | -36.0% | -20.3% |
| All | -26.4% | +10.0% | -36.4% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling